-40.4%
WU vs WTW
+198.0%
-238.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.5% | -5.7% | +2.2% | -1.6% |
| 30D | -2.9% | -7.3% | +4.3% | -0.5% |
| 3M | -2.3% | +21.5% | -23.7% | -9.0% |
| 6M | -25.4% | +9.6% | -35.0% | -28.4% |
| YTD | -21.2% | -3.3% | -17.9% | -21.4% |
| 1Y | -8.9% | -6.1% | -2.7% | -8.2% |
| 3Y | -29.0% | +61.8% | -90.8% | -42.6% |
| 5Y | -50.7% | +42.7% | -93.4% | -58.7% |
| All | -40.4% | +198.0% | -238.4% | -62.5% |
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 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