+125.6%
ULTA vs WCN
+235.9%
-110.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -3.1% | -3.1% | 0.0% | -1.6% |
| 30D | +2.8% | -3.4% | +6.2% | +4.4% |
| 3M | +14.8% | +3.0% | +11.8% | +12.9% |
| 6M | -16.2% | -3.8% | -12.5% | -15.3% |
| YTD | -9.6% | -8.3% | -1.3% | -6.8% |
| 1Y | +4.8% | -9.7% | +14.5% | +8.6% |
| 3Y | +30.7% | +17.2% | +13.5% | +15.8% |
| 5Y | +45.9% | +25.3% | +20.6% | +22.4% |
| All | +125.6% | +235.9% | -110.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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