+716.6%
ITW vs XYL
+459.9%
+256.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.1% |
| 7D | -1.9% | +0.8% | -2.7% | -2.4% |
| 30D | -10.4% | -10.8% | +0.5% | -4.5% |
| 3M | +3.5% | -2.5% | +6.1% | +4.9% |
| 6M | -3.4% | -12.2% | +8.8% | +3.4% |
| YTD | +8.5% | -20.1% | +28.6% | +21.8% |
| 1Y | +3.2% | -20.6% | +23.9% | +16.1% |
| 3Y | +18.9% | +17.3% | +1.6% | +4.7% |
| 5Y | +35.0% | -14.5% | +49.5% | +39.1% |
| 10Y | +188.6% | +150.2% | +38.4% | +64.4% |
| All | +716.6% | +459.9% | +256.7% | +228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling