-16.0%
Z vs WTW
+222.3%
-238.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.3% | -6.6% |
| 7D | -6.5% | +1.6% | -8.0% | -7.3% |
| 30D | -0.1% | +12.4% | -12.5% | -6.4% |
| 3M | -14.1% | -2.6% | -11.5% | -12.5% |
| 6M | -30.1% | +30.8% | -60.8% | -40.1% |
| YTD | -57.5% | +2.3% | -59.9% | -58.7% |
| 1Y | -60.3% | +4.9% | -65.2% | -62.0% |
| 3Y | -21.0% | +43.9% | -64.9% | -39.5% |
| 5Y | -54.9% | +53.8% | -108.7% | -67.2% |
| 10Y | -16.0% | +212.8% | -228.8% | -62.8% |
| All | -16.0% | +222.3% | -238.3% | -62.8% |
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