+448.5%
XYL vs WY
+134.2%
+314.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.6% |
| 7D | +1.8% | -2.1% | +3.9% | +2.7% |
| 30D | -9.2% | -10.5% | +1.3% | -4.6% |
| 3M | -0.3% | -4.9% | +4.6% | +1.8% |
| 6M | -11.0% | -4.9% | -6.0% | -9.4% |
| YTD | -19.2% | -1.7% | -17.5% | -19.4% |
| 1Y | -21.2% | -9.4% | -11.8% | -18.7% |
| 3Y | +18.6% | -22.3% | +40.9% | +29.0% |
| 5Y | -14.3% | -20.5% | +6.2% | -8.8% |
| 10Y | +141.0% | +4.9% | +136.1% | +106.3% |
| All | +448.5% | +134.2% | +314.3% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling