+7,271.8%
UTHR vs WTW
+1,101.3%
+6,170.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +2.8% | -7.8% | +10.6% | +5.1% |
| 30D | -2.3% | -7.9% | +5.6% | -0.1% |
| 3M | -7.4% | +19.9% | -27.3% | -12.5% |
| 6M | -6.0% | +9.8% | -15.8% | -9.3% |
| YTD | +3.4% | -3.3% | +6.8% | +3.0% |
| 1Y | +27.1% | -3.3% | +30.4% | +26.4% |
| 3Y | +123.8% | +61.5% | +62.3% | +89.5% |
| 5Y | +139.6% | +42.6% | +97.1% | +107.8% |
| 10Y | +320.0% | +197.1% | +123.0% | +183.4% |
| All | +7,271.8% | +1,101.3% | +6,170.5% | +3,178.0% |
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