-35.7%
AUR vs WTW
+24.5%
-60.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +1.4% | -5.7% | +7.1% | +3.5% |
| 30D | -6.4% | -7.3% | +0.8% | -4.0% |
| 3M | +7.7% | +21.5% | -13.8% | -0.6% |
| 6M | +44.5% | +9.6% | +34.9% | +37.2% |
| YTD | +67.4% | -3.3% | +70.7% | +68.8% |
| 1Y | +15.4% | -6.1% | +21.6% | +18.0% |
| 3Y | +94.8% | +61.8% | +33.0% | +31.6% |
| 5Y | -35.1% | +42.7% | -77.8% | -53.2% |
| All | -35.7% | +24.5% | -60.2% | -53.4% |
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