+398.6%
ZS vs ITW
+93.0%
+305.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -3.1% | -0.7% | -2.4% | -2.8% |
| 30D | -7.2% | -8.3% | +1.1% | -4.0% |
| 3M | +30.5% | +6.0% | +24.4% | +27.1% |
| 6M | +7.0% | 0.0% | +7.0% | +6.0% |
| YTD | -26.8% | +10.2% | -37.1% | -31.1% |
| 1Y | -42.6% | +3.2% | -45.8% | -44.4% |
| 3Y | -0.3% | +21.0% | -21.3% | -10.4% |
| 5Y | -39.2% | +37.9% | -77.1% | -48.3% |
| All | +398.6% | +93.0% | +305.6% | +264.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling