-100.0%
ZCMD vs WTW
+67.0%
-167.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.1% | -7.1% | -7.0% |
| 7D | -5.4% | -5.7% | +0.3% | -5.3% |
| 30D | -24.8% | -7.3% | -17.5% | -24.6% |
| 3M | -62.8% | +21.5% | -84.2% | -63.1% |
| 6M | -99.5% | +9.6% | -109.2% | -99.5% |
| YTD | -99.8% | -3.3% | -96.5% | -99.8% |
| 1Y | -99.9% | -6.1% | -93.8% | -99.9% |
| 3Y | -100.0% | +61.8% | -161.8% | -100.0% |
| 5Y | -100.0% | +42.7% | -142.7% | -100.0% |
| All | -100.0% | +67.0% | -167.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling