-20.4%
Z vs WTW
+44.3%
-64.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -1.5% |
| 7D | -4.6% | +1.4% | -5.9% | -5.0% |
| 30D | +8.3% | +13.1% | -4.8% | +3.6% |
| 3M | -11.6% | -3.0% | -8.6% | -10.8% |
| 6M | -33.6% | +31.2% | -64.8% | -39.1% |
| YTD | -56.7% | +1.1% | -57.8% | -57.5% |
| 1Y | -59.1% | +3.4% | -62.5% | -60.1% |
| 3Y | -20.4% | +44.7% | -65.1% | -16.1% |
| All | -20.4% | +44.3% | -64.7% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling