+125.6%
ULTA vs WCC
+541.6%
-416.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.7% | +0.9% |
| 7D | -3.1% | +1.5% | -4.6% | -3.6% |
| 30D | +2.8% | -2.1% | +4.9% | +3.1% |
| 3M | +14.8% | +3.8% | +10.9% | +12.0% |
| 6M | -16.2% | +35.0% | -51.2% | -25.9% |
| YTD | -9.6% | +46.4% | -56.0% | -22.6% |
| 1Y | +4.8% | +63.0% | -58.2% | -14.2% |
| 3Y | +30.7% | +133.9% | -103.3% | -12.3% |
| 5Y | +45.9% | +226.5% | -180.7% | -20.9% |
| All | +125.6% | +541.6% | -416.1% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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