+35.8%
ITW vs Z
-65.6%
+101.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | -1.9% | -7.1% | +5.2% | -1.0% |
| 30D | -10.4% | -4.8% | -5.6% | -9.9% |
| 3M | +3.5% | -9.3% | +12.9% | +4.5% |
| 6M | -3.4% | -29.0% | +25.6% | +0.5% |
| YTD | +8.5% | -52.9% | +61.4% | +18.9% |
| 1Y | +3.2% | -63.1% | +66.4% | +16.9% |
| 3Y | +18.9% | -36.9% | +55.8% | +22.0% |
| All | +35.8% | -65.6% | +101.4% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling