-28.8%
URA vs WTW
+409.3%
-438.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +4.2% |
| 7D | +8.1% | -2.7% | +10.8% | +9.2% |
| 30D | +5.8% | -5.6% | +11.4% | +8.0% |
| 3M | +3.4% | +26.5% | -23.1% | -6.6% |
| 6M | -2.6% | +8.1% | -10.8% | -7.4% |
| YTD | +11.2% | -0.3% | +11.5% | +8.6% |
| 1Y | +19.8% | -0.9% | +20.7% | +16.9% |
| 3Y | +121.5% | +66.6% | +54.8% | +62.8% |
| 5Y | +134.5% | +54.0% | +80.5% | +77.9% |
| 10Y | +376.7% | +198.1% | +178.5% | +142.6% |
| All | -28.8% | +409.3% | -438.1% | -74.5% |
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