+185.1%
ITW vs Z
-6.2%
+191.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +0.8% |
| 7D | -2.4% | -11.6% | +9.2% | -0.7% |
| 30D | -9.5% | -8.5% | -1.1% | -8.6% |
| 3M | +6.6% | -7.9% | +14.5% | +7.4% |
| 6M | -1.8% | -29.1% | +27.3% | +2.3% |
| YTD | +9.0% | -54.2% | +63.2% | +20.2% |
| 1Y | +3.6% | -63.5% | +67.1% | +17.8% |
| 3Y | +19.4% | -38.6% | +58.1% | +22.8% |
| 5Y | +36.4% | -66.0% | +102.4% | +45.1% |
| All | +185.1% | -6.2% | +191.3% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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