+64.7%
XLC vs ITW
+33.4%
+31.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +3.7% | +2.3% | +1.4% | +2.9% |
| 30D | -1.9% | +6.7% | -8.6% | -4.1% |
| 3M | -3.1% | -0.5% | -2.6% | -3.0% |
| 6M | -6.4% | +16.4% | -22.8% | -11.5% |
| YTD | -6.8% | +19.0% | -25.8% | -13.6% |
| 1Y | -1.7% | +20.2% | -21.9% | -9.4% |
| 3Y | +64.7% | +33.1% | +31.6% | +46.9% |
| All | +64.7% | +33.4% | +31.3% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling