-14.5%
Z vs WTW
+221.1%
-235.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.1% |
| 7D | -5.2% | +0.5% | -5.6% | -5.3% |
| 30D | +5.7% | +10.4% | -4.7% | +0.2% |
| 3M | -8.7% | -4.8% | -3.9% | -5.7% |
| 6M | -26.0% | +28.5% | -54.4% | -35.8% |
| YTD | -55.0% | +0.5% | -55.6% | -55.7% |
| 1Y | -58.0% | +1.6% | -59.6% | -59.0% |
| 3Y | -15.2% | +42.5% | -57.7% | -34.5% |
| 5Y | -53.8% | +49.8% | -103.6% | -65.8% |
| 10Y | -14.5% | +218.4% | -232.9% | -60.0% |
| All | -14.5% | +221.1% | -235.6% | -60.0% |
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