+137.1%
UTHR vs WTW
+42.0%
+95.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +1.9% | -5.7% | +7.7% | +3.2% |
| 30D | -2.9% | -7.3% | +4.4% | -1.4% |
| 3M | -8.9% | +21.5% | -30.3% | -13.1% |
| 6M | -8.7% | +9.6% | -18.4% | -11.1% |
| YTD | +2.0% | -3.3% | +5.3% | +2.2% |
| 1Y | +22.8% | -6.1% | +28.9% | +23.9% |
| 3Y | +120.6% | +61.8% | +58.8% | +91.0% |
| All | +137.1% | +42.0% | +95.2% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling