-62.8%
ZTS vs ITW
+35.1%
-97.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -4.5% | -2.4% | -2.1% | -3.2% |
| 30D | -3.3% | -9.5% | +6.2% | +2.2% |
| 3M | -9.7% | +6.6% | -16.4% | -13.5% |
| 6M | -38.8% | -1.8% | -37.1% | -38.5% |
| YTD | -41.2% | +9.0% | -50.2% | -44.4% |
| 1Y | -50.3% | +3.6% | -53.9% | -51.7% |
| 3Y | -59.1% | +19.4% | -78.6% | -64.0% |
| 5Y | -62.8% | +36.4% | -99.2% | -71.1% |
| All | -62.8% | +35.1% | -97.9% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling