-59.1%
ZTS vs ITW
+20.2%
-79.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.4% |
| 7D | -3.7% | -0.7% | -3.0% | -3.4% |
| 30D | -0.8% | -8.3% | +7.5% | +3.8% |
| 3M | -9.7% | +6.0% | -15.8% | -13.1% |
| 6M | -38.4% | 0.0% | -38.4% | -38.7% |
| YTD | -41.1% | +10.2% | -51.3% | -44.4% |
| 1Y | -50.6% | +3.2% | -53.8% | -51.9% |
| 3Y | -59.1% | +21.0% | -80.1% | -65.0% |
| All | -59.1% | +20.2% | -79.4% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling