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  • ZTS vs ACWI✓SelectedUSD · ACWIZTS vs ACWI performance historyLatest closeAs of-0.63%09/04
Stock and ETF performance explorer

ZTS vs ACWI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+174.6%
ACWI return
+320.4%
Excess return
-145.7%
Maximum drawdown
-69.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioACWIExcessAlpha
1D-0.6%0.0%-0.6%-0.6%
7D-2.0%+0.5%-2.5%-2.4%
30D+1.9%+0.9%+1.0%+1.0%
3M-4.0%+2.4%-6.4%-6.6%
6M-39.1%+12.4%-51.5%-45.5%
YTD-38.8%+15.2%-54.0%-46.5%
1Y-49.6%+22.7%-72.3%-58.3%
3Y-59.0%+75.8%-134.8%-75.9%
5Y-61.8%+67.7%-129.5%-76.6%
10Y+61.4%+229.0%-167.6%-45.8%
All+174.6%+320.4%-145.7%-22.3%

Cumulative growth

Daily Returns

Daily percentage return beside ACWI.

Daily Out/Under-Performance

Portfolio return minus ACWI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ACWI 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 ACWI 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