-16.9%
Z vs WTW
+215.9%
-232.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -13.1% | -0.9% | -12.1% | -12.6% |
| 30D | +5.9% | +12.0% | -6.1% | -0.6% |
| 3M | -13.7% | -2.1% | -11.6% | -12.3% |
| 6M | -27.1% | +34.8% | -61.9% | -38.7% |
| YTD | -56.8% | +2.7% | -59.6% | -58.1% |
| 1Y | -60.2% | +5.1% | -65.3% | -62.0% |
| 3Y | -19.7% | +44.4% | -64.1% | -38.7% |
| 5Y | -53.7% | +55.1% | -108.8% | -66.5% |
| 10Y | -16.9% | +216.1% | -232.9% | -64.0% |
| All | -16.9% | +215.9% | -232.7% | -64.0% |
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