+1,902.7%
XEL vs ITW
+9,371.1%
-7,468.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.4% |
| 7D | +0.9% | -1.9% | +2.8% | +1.4% |
| 30D | -0.9% | -10.4% | +9.5% | +2.0% |
| 3M | -1.4% | +3.5% | -4.9% | -2.5% |
| 6M | -5.8% | -3.4% | -2.4% | -5.2% |
| YTD | +4.7% | +8.5% | -3.8% | +2.0% |
| 1Y | +9.1% | +3.2% | +5.8% | +7.6% |
| 3Y | +47.8% | +18.9% | +29.0% | +39.5% |
| 5Y | +29.0% | +35.0% | -6.0% | +16.7% |
| 10Y | +154.0% | +188.6% | -34.6% | +85.2% |
| All | +1,902.7% | +9,371.1% | -7,468.3% | +587.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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