+288.6%
AZO vs WTW
+198.0%
+90.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -3.6% | -5.7% | +2.1% | -1.6% |
| 30D | -5.6% | -7.3% | +1.7% | -3.2% |
| 3M | -6.6% | +21.5% | -28.1% | -13.1% |
| 6M | -22.5% | +9.6% | -32.1% | -25.8% |
| YTD | -15.2% | -3.3% | -11.9% | -15.6% |
| 1Y | -33.9% | -6.1% | -27.8% | -33.5% |
| 3Y | +11.8% | +61.8% | -50.0% | -10.0% |
| 5Y | +85.5% | +42.7% | +42.9% | +54.5% |
| All | +288.6% | +198.0% | +90.5% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling