+403.3%
ZS vs ITW
+90.0%
+313.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.3% |
| 7D | -3.8% | -1.9% | -1.9% | -3.1% |
| 30D | -6.0% | -10.4% | +4.4% | -1.9% |
| 3M | +32.0% | +3.5% | +28.5% | +29.8% |
| 6M | +2.1% | -3.4% | +5.5% | +2.7% |
| YTD | -26.2% | +8.5% | -34.7% | -30.0% |
| 1Y | -41.2% | +3.2% | -44.4% | -43.1% |
| 3Y | +3.3% | +18.9% | -15.6% | -6.4% |
| 5Y | -40.7% | +35.0% | -75.8% | -49.2% |
| All | +403.3% | +90.0% | +313.3% | +270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling