+105.9%
USB vs WTW
+197.9%
-92.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.2% |
| 7D | -1.8% | -7.8% | +6.0% | +2.1% |
| 30D | -2.9% | -7.9% | +5.0% | +0.8% |
| 3M | +10.8% | +19.9% | -9.2% | +0.6% |
| 6M | +22.4% | +9.8% | +12.6% | +15.1% |
| YTD | +19.2% | -3.3% | +22.5% | +18.8% |
| 1Y | +31.9% | -3.3% | +35.2% | +31.0% |
| 3Y | +97.5% | +61.5% | +35.9% | +44.7% |
| 5Y | +40.0% | +42.6% | -2.6% | +8.6% |
| All | +105.9% | +197.9% | -92.0% | +14.7% |
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