+559.7%
XLP vs ITW
+1,648.4%
-1,088.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +9.1% | +9.1% | +0.1% | +6.2% |
| 3M | +7.9% | -1.6% | +9.4% | +8.3% |
| 6M | +9.6% | +14.5% | -4.9% | +4.9% |
| YTD | +19.4% | +19.2% | +0.3% | +12.6% |
| 1Y | +22.4% | +20.9% | +1.4% | +14.8% |
| 3Y | +43.2% | +33.1% | +10.1% | +29.2% |
| 5Y | +42.6% | +38.2% | +4.4% | +25.8% |
| 10Y | +135.4% | +196.2% | -60.7% | +61.2% |
| All | +559.7% | +1,648.4% | -1,088.7% | +160.5% |
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