+16.4%
ITW vs Z
-23.8%
+40.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.2% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | +6.7% | +5.2% | +1.5% | +6.4% |
| 3M | -0.5% | -17.0% | +16.5% | +0.7% |
| 6M | +16.4% | -22.7% | +39.1% | +20.3% |
| All | +16.4% | -23.8% | +40.2% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling