+1,186.2%
URI vs WTW
+197.9%
+988.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.2% |
| 7D | -0.5% | -7.8% | +7.3% | +4.1% |
| 30D | -13.4% | -7.9% | -5.5% | -9.5% |
| 3M | -6.2% | +19.9% | -26.2% | -16.9% |
| 6M | +28.0% | +9.8% | +18.2% | +17.9% |
| YTD | +23.0% | -3.3% | +26.3% | +21.6% |
| 1Y | +5.5% | -3.3% | +8.8% | +4.0% |
| 3Y | +119.2% | +61.5% | +57.6% | +46.7% |
| 5Y | +201.0% | +42.6% | +158.5% | +118.6% |
| All | +1,186.2% | +197.9% | +988.4% | +512.7% |
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