+125.6%
ULTA vs WTW
+198.0%
-72.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -3.1% | -5.7% | +2.6% | -0.3% |
| 30D | +2.8% | -7.3% | +10.1% | +6.5% |
| 3M | +14.8% | +21.5% | -6.7% | +4.0% |
| 6M | -16.2% | +9.6% | -25.8% | -21.0% |
| YTD | -9.6% | -3.3% | -6.3% | -10.0% |
| 1Y | +4.8% | -6.1% | +10.9% | +5.6% |
| 3Y | +30.7% | +61.8% | -31.2% | -6.2% |
| 5Y | +45.9% | +42.7% | +3.2% | +10.4% |
| All | +125.6% | +198.0% | -72.5% | +16.3% |
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