+1,754.1%
ULTA vs WTW
+347.5%
+1,406.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -3.1% | -5.7% | +2.6% | +0.1% |
| 30D | +2.8% | -7.3% | +10.1% | +7.0% |
| 3M | +14.8% | +21.5% | -6.7% | +2.7% |
| 6M | -16.2% | +9.6% | -25.8% | -21.7% |
| YTD | -9.6% | -3.3% | -6.3% | -10.4% |
| 1Y | +4.8% | -6.1% | +10.9% | +5.2% |
| 3Y | +30.7% | +61.8% | -31.2% | -7.1% |
| 5Y | +45.9% | +42.7% | +3.2% | +9.7% |
| 10Y | +129.0% | +197.2% | -68.2% | +6.8% |
| All | +1,754.1% | +347.5% | +1,406.6% | +541.7% |
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 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