+49.5%
ULTA vs WETO
-99.4%
+148.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +2.1% |
| 7D | -3.1% | -4.3% | +1.2% | -3.1% |
| 30D | +2.8% | -39.9% | +42.7% | +3.2% |
| 3M | +14.8% | -97.9% | +112.7% | +18.9% |
| 6M | -16.2% | -95.0% | +78.8% | -14.4% |
| YTD | -9.6% | -97.2% | +87.5% | -7.7% |
| 1Y | +4.8% | -98.9% | +103.7% | +6.1% |
| All | +49.5% | -99.4% | +148.9% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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