+98.3%
USB vs WTW
+67.3%
+31.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.3% |
| 7D | +1.4% | -2.6% | +4.1% | +2.1% |
| 30D | -1.3% | -1.0% | -0.3% | -1.1% |
| 3M | +15.2% | +29.9% | -14.7% | +7.4% |
| 6M | +18.8% | +10.7% | +8.1% | +15.2% |
| YTD | +21.0% | +2.6% | +18.4% | +19.3% |
| 1Y | +34.0% | +2.8% | +31.3% | +32.0% |
| All | +98.3% | +67.3% | +31.0% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling