+6.5%
ULTA vs WTW
+3.0%
+3.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +9.0% | -2.6% | +11.6% | +9.3% |
| 30D | +4.6% | -1.0% | +5.6% | +4.6% |
| 3M | +22.0% | +29.9% | -8.0% | +20.2% |
| 6M | -14.7% | +10.7% | -25.4% | -15.4% |
| YTD | -6.8% | +2.6% | -9.3% | -7.6% |
| 1Y | +6.5% | +2.8% | +3.8% | +5.7% |
| All | +6.5% | +3.0% | +3.5% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling