-34.7%
UPS vs WTW
+42.0%
-76.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.0% | -5.7% | +3.7% | -0.6% |
| 30D | -2.0% | -7.3% | +5.3% | -0.2% |
| 3M | -6.2% | +21.5% | -27.7% | -11.1% |
| 6M | +2.8% | +9.6% | -6.9% | -0.2% |
| YTD | +5.9% | -3.3% | +9.2% | +6.4% |
| 1Y | +26.2% | -6.1% | +32.4% | +27.9% |
| 3Y | -26.0% | +61.8% | -87.8% | -41.0% |
| All | -34.7% | +42.0% | -76.6% | -46.3% |
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