+1,737.4%
ULTA vs WCN
+1,132.2%
+605.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.7% |
| 7D | -1.8% | -1.7% | -0.1% | -0.8% |
| 30D | -1.2% | -3.0% | +1.8% | +0.5% |
| 3M | +13.4% | +2.5% | +10.8% | +11.3% |
| 6M | -15.6% | -5.7% | -9.9% | -13.6% |
| YTD | -10.4% | -7.4% | -3.0% | -7.6% |
| 1Y | +5.5% | -8.6% | +14.1% | +9.1% |
| 3Y | +31.0% | +19.4% | +11.6% | +12.5% |
| 5Y | +41.8% | +27.2% | +14.6% | +15.0% |
| 10Y | +127.0% | +238.5% | -111.5% | -5.4% |
| All | +1,737.4% | +1,132.2% | +605.2% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling