+22.9%
ITW vs XYL
-30.7%
+53.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.6% | +0.7% |
| 7D | +6.3% | +14.5% | -8.2% | +1.6% |
| 30D | +11.1% | -1.3% | +12.4% | +10.3% |
| 3M | +0.1% | -17.0% | +17.1% | +7.1% |
| 6M | +18.1% | -11.3% | +29.4% | +22.9% |
| YTD | +21.4% | -25.0% | +46.4% | +32.3% |
| 1Y | +22.9% | -31.5% | +54.4% | +38.3% |
| All | +22.9% | -30.7% | +53.6% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling