+18.9%
UL vs WTW
+42.0%
-23.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -3.4% | -5.7% | +2.3% | -2.3% |
| 30D | +0.5% | -7.3% | +7.7% | +2.0% |
| 3M | +7.2% | +21.5% | -14.2% | +3.3% |
| 6M | -3.1% | +9.6% | -12.7% | -5.2% |
| YTD | -2.7% | -3.3% | +0.6% | -2.6% |
| 1Y | -10.2% | -6.1% | -4.1% | -9.6% |
| 3Y | +20.3% | +61.8% | -41.6% | +5.6% |
| All | +18.9% | +42.0% | -23.1% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling