+166.5%
ZTS vs ITW
+480.2%
-313.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.7% |
| 7D | -4.8% | -0.4% | -4.3% | -4.6% |
| 30D | +1.2% | -9.4% | +10.7% | +6.6% |
| 3M | -6.0% | +7.1% | -13.1% | -9.7% |
| 6M | -38.7% | -1.9% | -36.9% | -38.3% |
| YTD | -40.6% | +10.4% | -51.1% | -43.9% |
| 1Y | -50.6% | +3.3% | -53.9% | -51.8% |
| 3Y | -58.7% | +21.0% | -79.8% | -63.3% |
| 5Y | -62.8% | +36.3% | -99.1% | -69.3% |
| 10Y | +56.2% | +185.8% | -129.6% | -14.8% |
| All | +166.5% | +480.2% | -313.7% | +11.9% |
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