+188.3%
ITW vs XYL
+150.5%
+37.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.7% | +1.2% | -1.9% | -1.5% |
| 30D | -8.3% | -11.9% | +3.6% | -1.1% |
| 3M | +6.0% | -1.5% | +7.6% | +6.8% |
| 6M | 0.0% | -11.9% | +11.9% | +7.3% |
| YTD | +10.2% | -20.6% | +30.8% | +25.2% |
| 1Y | +3.2% | -23.5% | +26.7% | +19.7% |
| 3Y | +21.0% | +14.9% | +6.1% | +6.0% |
| 5Y | +37.9% | -15.3% | +53.2% | +43.4% |
| All | +188.3% | +150.5% | +37.8% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling