-99.9%
ZCMD vs WTW
+8.6%
-108.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -1.6% |
| 7D | -13.3% | +4.9% | -18.2% | -11.2% |
| 30D | -49.6% | +17.1% | -66.7% | -45.3% |
| 3M | -54.6% | -0.3% | -54.3% | -53.7% |
| 6M | -99.8% | +30.7% | -130.4% | -99.7% |
| YTD | -99.9% | +3.7% | -103.6% | -99.8% |
| 1Y | -99.9% | +5.9% | -105.8% | -99.9% |
| All | -99.9% | +8.6% | -108.5% | -99.9% |
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