+24.7%
Z vs WTW
+219.8%
-195.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -0.9% |
| 7D | -3.0% | -2.6% | -0.4% | -1.5% |
| 30D | -4.2% | -1.0% | -3.2% | -3.6% |
| 3M | -3.7% | +29.9% | -33.6% | -17.2% |
| 6M | -24.5% | +10.7% | -35.2% | -29.6% |
| YTD | -49.3% | +2.6% | -51.9% | -50.9% |
| 1Y | -58.7% | +2.8% | -61.4% | -60.1% |
| 3Y | -34.1% | +67.3% | -101.4% | -54.4% |
| 5Y | -64.5% | +56.6% | -121.2% | -74.3% |
| 10Y | -0.5% | +204.1% | -204.6% | -52.1% |
| All | +24.7% | +219.8% | -195.1% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling