+133.2%
XRT vs ITW
+192.7%
-59.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.2% |
| 7D | +1.7% | +2.3% | -0.6% | +0.2% |
| 30D | +7.5% | +6.7% | +0.8% | +3.1% |
| 3M | +2.2% | -0.5% | +2.7% | +2.5% |
| 6M | +14.7% | +16.4% | -1.8% | +3.2% |
| YTD | +7.5% | +19.0% | -11.5% | -5.3% |
| 1Y | +14.1% | +20.2% | -6.1% | -0.2% |
| 3Y | +58.8% | +33.1% | +25.7% | +29.2% |
| 5Y | -3.9% | +35.7% | -39.6% | -23.4% |
| All | +133.2% | +192.7% | -59.5% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling