+30.7%
ULTA vs WTW
+61.9%
-31.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -3.1% | -5.7% | +2.6% | -2.0% |
| 30D | +2.8% | -7.3% | +10.1% | +4.1% |
| 3M | +14.8% | +21.5% | -6.7% | +11.5% |
| 6M | -16.2% | +9.6% | -25.8% | -17.5% |
| YTD | -9.6% | -3.3% | -6.3% | -9.3% |
| 1Y | +4.8% | -6.1% | +10.9% | +5.8% |
| 3Y | +30.7% | +61.8% | -31.2% | +21.8% |
| All | +30.7% | +61.9% | -31.2% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling