-53.6%
Z vs WTW
+8.6%
-62.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.5% | +7.9% |
| 7D | +10.2% | +4.9% | +5.3% | +7.6% |
| 30D | +23.7% | +17.1% | +6.6% | +15.3% |
| 3M | -6.6% | -0.3% | -6.2% | -7.3% |
| 6M | -23.0% | +30.7% | -53.7% | -30.4% |
| YTD | -50.3% | +3.7% | -54.0% | -52.3% |
| 1Y | -53.6% | +5.9% | -59.5% | -55.3% |
| All | -53.6% | +8.6% | -62.2% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling