+341.9%
URA vs WTW
+198.0%
+143.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.3% | -3.3% |
| 7D | -5.5% | -5.7% | +0.2% | -3.8% |
| 30D | -3.7% | -7.3% | +3.6% | -1.6% |
| 3M | -2.9% | +21.5% | -24.4% | -9.5% |
| 6M | -15.2% | +9.6% | -24.9% | -19.0% |
| YTD | +1.9% | -3.3% | +5.2% | +1.3% |
| 1Y | +6.9% | -6.1% | +13.1% | +7.3% |
| 3Y | +99.6% | +61.8% | +37.8% | +53.1% |
| 5Y | +101.2% | +42.7% | +58.5% | +61.9% |
| All | +341.9% | +198.0% | +143.9% | +173.7% |
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 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