+64.4%
UL vs WTW
+198.0%
-133.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -3.4% | -5.7% | +2.3% | -1.9% |
| 30D | +0.5% | -7.3% | +7.7% | +2.4% |
| 3M | +7.2% | +21.5% | -14.2% | +1.9% |
| 6M | -3.1% | +9.6% | -12.7% | -5.9% |
| YTD | -2.7% | -3.3% | +0.6% | -2.8% |
| 1Y | -10.2% | -6.1% | -4.1% | -9.6% |
| 3Y | +20.3% | +61.8% | -41.6% | +2.2% |
| 5Y | +19.9% | +42.7% | -22.7% | +4.4% |
| All | +64.4% | +198.0% | -133.7% | +12.8% |
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