+3.2%
ITW vs XYL
-21.4%
+24.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.7% | +1.2% | -1.9% | -1.3% |
| 30D | -8.3% | -11.9% | +3.6% | -3.1% |
| 3M | +6.0% | -1.5% | +7.6% | +7.4% |
| 6M | 0.0% | -11.9% | +11.9% | +5.0% |
| YTD | +10.2% | -20.6% | +30.8% | +18.8% |
| 1Y | +3.2% | -23.5% | +26.7% | +10.2% |
| All | +3.2% | -21.4% | +24.6% | +10.2% |
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