+500.1%
XRT vs ITW
+812.6%
-312.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.8% |
| 7D | -0.3% | -0.4% | +0.2% | 0.0% |
| 30D | -5.6% | -9.4% | +3.8% | +0.8% |
| 3M | +2.5% | +7.1% | -4.6% | -2.5% |
| 6M | +3.7% | -1.9% | +5.5% | +4.3% |
| YTD | +1.0% | +10.4% | -9.5% | -6.5% |
| 1Y | -1.2% | +3.3% | -4.5% | -4.5% |
| 3Y | +43.4% | +21.0% | +22.4% | +24.1% |
| 5Y | -0.7% | +36.3% | -37.0% | -20.8% |
| 10Y | +123.7% | +185.8% | -62.1% | +3.8% |
| All | +500.1% | +812.6% | -312.5% | +19.4% |
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