+19.6%
ITW vs XYL
+15.2%
+4.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -2.4% | -1.2% | -1.1% | -1.8% |
| 30D | -9.5% | -13.2% | +3.6% | -3.5% |
| 3M | +6.6% | -0.2% | +6.8% | +6.9% |
| 6M | -1.8% | -12.5% | +10.7% | +4.1% |
| YTD | +9.0% | -20.9% | +29.9% | +20.3% |
| 1Y | +3.6% | -21.6% | +25.1% | +14.5% |
| All | +19.6% | +15.2% | +4.4% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling