+1,754.1%
ULTA vs WCC
+654.4%
+1,099.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.7% | +0.6% |
| 7D | -3.1% | +1.5% | -4.6% | -3.7% |
| 30D | +2.8% | -2.1% | +4.9% | +3.2% |
| 3M | +14.8% | +3.8% | +10.9% | +11.3% |
| 6M | -16.2% | +35.0% | -51.2% | -27.7% |
| YTD | -9.6% | +46.4% | -56.0% | -24.9% |
| 1Y | +4.8% | +63.0% | -58.2% | -17.4% |
| 3Y | +30.7% | +133.9% | -103.3% | -18.6% |
| 5Y | +45.9% | +226.5% | -180.7% | -28.2% |
| 10Y | +129.0% | +536.5% | -407.5% | -31.2% |
| All | +1,754.1% | +654.4% | +1,099.7% | +297.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling