+6.5%
Z vs WTW
+215.2%
-208.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | -11.6% | -3.0% | -8.6% | -9.7% |
| 6M | -33.6% | +31.2% | -64.8% | -43.1% |
| YTD | -56.7% | +1.1% | -57.8% | -57.5% |
| 1Y | -59.1% | +3.4% | -62.5% | -60.5% |
| 3Y | -20.4% | +44.7% | -65.1% | -38.9% |
| 5Y | -55.3% | +52.0% | -107.3% | -66.9% |
| 10Y | -14.2% | +223.5% | -237.8% | -59.8% |
| All | +6.5% | +215.2% | -208.7% | -51.3% |
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