-15.6%
Z vs WTW
+218.5%
-234.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.3% |
| 7D | +0.8% | +2.0% | -1.1% | -0.4% |
| 30D | +5.2% | +12.9% | -7.7% | -1.7% |
| 3M | -17.0% | +0.7% | -17.8% | -17.0% |
| 6M | -22.7% | +39.5% | -62.1% | -36.2% |
| YTD | -56.3% | +3.1% | -59.4% | -57.7% |
| 1Y | -57.7% | +4.8% | -62.4% | -59.4% |
| 3Y | -16.5% | +42.9% | -59.5% | -35.8% |
| 5Y | -53.4% | +55.3% | -108.7% | -66.3% |
| All | -15.6% | +218.5% | -234.1% | -63.2% |
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