-100.0%
ZCMD vs WTW
+66.9%
-166.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | -2.0% | -7.8% | +5.8% | -1.8% |
| 30D | -19.8% | -7.9% | -11.9% | -19.6% |
| 3M | -62.1% | +19.9% | -82.0% | -62.4% |
| 6M | -99.5% | +9.8% | -109.3% | -99.5% |
| YTD | -99.7% | -3.3% | -96.4% | -99.7% |
| 1Y | -99.9% | -3.3% | -96.6% | -99.9% |
| 3Y | -100.0% | +61.5% | -161.5% | -100.0% |
| 5Y | -100.0% | +42.6% | -142.6% | -100.0% |
| All | -100.0% | +66.9% | -166.9% | -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 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