-2.6%
XRT vs ITW
+35.1%
-37.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | -3.6% | -2.4% | -1.2% | -1.8% |
| 30D | -6.7% | -9.5% | +2.8% | +0.5% |
| 3M | -1.4% | +6.6% | -8.0% | -6.6% |
| 6M | +1.7% | -1.8% | +3.5% | +2.2% |
| YTD | -1.5% | +9.0% | -10.5% | -9.3% |
| 1Y | -2.5% | +3.6% | -6.0% | -6.6% |
| 3Y | +39.9% | +19.4% | +20.5% | +17.8% |
| 5Y | -2.6% | +36.4% | -39.0% | -30.9% |
| All | -2.6% | +35.1% | -37.7% | -30.9% |
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 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