-17.2%
ULTA vs WSM
+20.4%
-37.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.5% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | -1.1% | -10.7% | +9.7% | +3.5% |
| 3M | +13.8% | +8.5% | +5.3% | +10.5% |
| 6M | -17.2% | +19.6% | -36.9% | -23.2% |
| All | -17.2% | +20.4% | -37.6% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling