+27.5%
USFR vs WTW
+243.8%
-216.3%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | +0.1% | -7.1% | +7.2% | +0.1% |
| 30D | +0.3% | -8.5% | +8.8% | +0.3% |
| 3M | +1.0% | +20.6% | -19.6% | +0.9% |
| 6M | +1.9% | +7.2% | -5.3% | +1.9% |
| YTD | +2.7% | -3.9% | +6.5% | +2.7% |
| 1Y | +4.0% | -3.6% | +7.6% | +4.0% |
| 3Y | +14.0% | +60.7% | -46.6% | +13.9% |
| 5Y | +20.4% | +42.2% | -21.7% | +20.3% |
| 10Y | +28.0% | +195.5% | -167.5% | +27.2% |
| All | +27.5% | +243.8% | -216.3% | +26.7% |
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 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