+106.2%
XLP vs ITW
+183.0%
-76.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.5% |
| 7D | -2.9% | -1.9% | -1.0% | -2.2% |
| 30D | -2.2% | -10.4% | +8.1% | +1.8% |
| 3M | -0.6% | +3.5% | -4.1% | -2.0% |
| 6M | -2.2% | -3.4% | +1.2% | -1.3% |
| YTD | +8.3% | +8.5% | -0.3% | +4.4% |
| 1Y | +5.7% | +3.2% | +2.5% | +3.8% |
| 3Y | +25.7% | +18.9% | +6.8% | +15.5% |
| 5Y | +31.3% | +35.0% | -3.7% | +13.0% |
| 10Y | +106.2% | +188.6% | -82.5% | +37.9% |
| All | +106.2% | +183.0% | -76.8% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling