+30.7%
ULTA vs WSM
+230.1%
-199.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | +2.8% | -7.7% | +10.5% | +5.0% |
| 3M | +14.8% | +3.8% | +11.0% | +13.6% |
| 6M | -16.2% | +22.7% | -38.9% | -20.7% |
| YTD | -9.6% | +28.0% | -37.6% | -15.6% |
| 1Y | +4.8% | +12.7% | -8.0% | +0.7% |
| 3Y | +30.7% | +231.3% | -200.6% | +3.5% |
| All | +30.7% | +230.1% | -199.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling