+2.1%
ITW vs Z
-63.6%
+65.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +0.6% |
| 7D | -2.4% | -11.6% | +9.2% | -1.8% |
| 30D | -9.5% | -8.5% | -1.1% | -9.2% |
| 3M | +6.6% | -7.9% | +14.5% | +7.0% |
| 6M | -1.8% | -29.1% | +27.3% | -0.5% |
| YTD | +9.0% | -54.2% | +63.2% | +13.4% |
| All | +2.1% | -63.6% | +65.7% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling