-56.3%
Z vs WTW
+51.8%
-108.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -1.1% |
| 7D | -4.6% | +1.4% | -5.9% | -5.2% |
| 30D | +8.3% | +13.1% | -4.8% | +1.4% |
| 3M | -11.6% | -3.0% | -8.6% | -9.8% |
| 6M | -33.6% | +31.2% | -64.8% | -42.9% |
| YTD | -56.7% | +1.1% | -57.8% | -57.4% |
| 1Y | -59.1% | +3.4% | -62.5% | -60.4% |
| 3Y | -20.4% | +44.7% | -65.1% | -41.6% |
| All | -56.3% | +51.8% | -108.2% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling