+32.9%
XLP vs ITW
+37.4%
-4.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.0% | -3.6% | +2.5% | +0.2% |
| 30D | -0.9% | -9.1% | +8.3% | +2.4% |
| 3M | +3.8% | +8.2% | -4.4% | +0.9% |
| 6M | -1.7% | -4.8% | +3.0% | -0.3% |
| YTD | +10.3% | +11.0% | -0.8% | +5.9% |
| 1Y | +7.8% | +4.2% | +3.6% | +5.6% |
| 3Y | +27.2% | +17.3% | +9.9% | +18.0% |
| All | +32.9% | +37.4% | -4.5% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling