-60.2%
Z vs WTW
+5.2%
-65.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -13.1% | -0.9% | -12.1% | -12.7% |
| 30D | +5.9% | +12.0% | -6.1% | +0.6% |
| 3M | -13.7% | -2.1% | -11.6% | -13.7% |
| 6M | -27.1% | +34.8% | -61.9% | -34.5% |
| YTD | -56.8% | +2.7% | -59.6% | -58.4% |
| 1Y | -60.2% | +5.1% | -65.3% | -61.7% |
| All | -60.2% | +5.2% | -65.5% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling