+552.8%
XLP vs ITW
+1,605.3%
-1,052.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | +0.7% | +0.9% | -0.1% | +0.5% |
| 30D | +10.3% | +7.6% | +2.7% | +7.8% |
| 3M | +6.5% | -4.0% | +10.6% | +7.9% |
| 6M | +8.4% | +9.2% | -0.8% | +5.2% |
| YTD | +18.2% | +16.2% | +2.0% | +12.3% |
| 1Y | +22.4% | +17.9% | +4.5% | +15.7% |
| 3Y | +41.9% | +30.6% | +11.3% | +28.8% |
| 5Y | +40.9% | +35.2% | +5.7% | +25.2% |
| 10Y | +128.4% | +212.2% | -83.9% | +54.1% |
| All | +552.8% | +1,605.3% | -1,052.5% | +159.9% |
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 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