+257.2%
XOM vs ITW
+36.9%
+220.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.1% |
| 7D | +4.1% | -0.7% | +4.8% | +4.3% |
| 30D | +4.6% | -8.3% | +12.9% | +7.6% |
| 3M | +14.0% | +6.0% | +7.9% | +11.0% |
| 6M | +11.0% | 0.0% | +11.0% | +10.0% |
| YTD | +40.7% | +10.2% | +30.5% | +33.8% |
| 1Y | +52.3% | +3.2% | +49.1% | +48.6% |
| 3Y | +60.5% | +21.0% | +39.5% | +45.6% |
| All | +257.2% | +36.9% | +220.3% | +188.1% |
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