-5.8%
Z vs WTW
+192.5%
-198.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -4.8% |
| 7D | -3.3% | -2.7% | -0.5% | -1.6% |
| 30D | -3.7% | -5.6% | +1.9% | -0.4% |
| 3M | -7.0% | +26.5% | -33.5% | -18.8% |
| 6M | -29.5% | +8.1% | -37.7% | -33.3% |
| YTD | -52.6% | -0.3% | -52.3% | -53.2% |
| 1Y | -64.0% | -0.9% | -63.2% | -64.5% |
| 3Y | -36.4% | +66.6% | -103.1% | -56.1% |
| 5Y | -65.8% | +54.0% | -119.7% | -75.1% |
| 10Y | -5.8% | +198.1% | -204.0% | -52.9% |
| All | -5.8% | +192.5% | -198.3% | -52.9% |
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