+4,419.1%
XOM vs ITW
+9,414.5%
-4,995.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.4% |
| 7D | +1.9% | -2.4% | +4.2% | +2.8% |
| 30D | +4.1% | -9.5% | +13.6% | +8.3% |
| 3M | +10.4% | +6.6% | +3.8% | +7.0% |
| 6M | +13.0% | -1.8% | +14.8% | +12.6% |
| YTD | +40.1% | +9.0% | +31.0% | +33.5% |
| 1Y | +51.1% | +3.6% | +47.6% | +46.9% |
| 3Y | +57.7% | +19.4% | +38.3% | +43.6% |
| 5Y | +264.7% | +36.4% | +228.3% | +209.6% |
| 10Y | +193.1% | +190.0% | +3.1% | +84.7% |
| All | +4,419.1% | +9,414.5% | -4,995.4% | +1,147.3% |
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