+635.2%
UL vs WTW
+1,094.8%
-459.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.7% |
| 7D | -3.2% | -7.1% | +3.9% | -1.3% |
| 30D | -0.6% | -8.5% | +8.0% | +1.8% |
| 3M | +9.4% | +20.6% | -11.1% | +4.0% |
| 6M | -4.1% | +7.2% | -11.3% | -6.5% |
| YTD | -2.0% | -3.9% | +1.9% | -2.0% |
| 1Y | -9.0% | -3.6% | -5.4% | -9.2% |
| 3Y | +21.8% | +60.7% | -38.9% | +4.6% |
| 5Y | +20.6% | +42.2% | -21.6% | +5.9% |
| 10Y | +67.7% | +195.5% | -127.7% | +17.1% |
| All | +635.2% | +1,094.8% | -459.7% | +290.5% |
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