+1,716.3%
ULTA vs WSM
+2,169.4%
-453.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | +13.8% | +8.5% | +5.3% | +10.0% |
| 6M | -17.2% | +19.6% | -36.9% | -23.2% |
| YTD | -11.5% | +26.6% | -38.1% | -20.0% |
| 1Y | +3.9% | +12.0% | -8.0% | -1.9% |
| 3Y | +29.5% | +226.6% | -197.2% | -25.7% |
| 5Y | +42.9% | +174.1% | -131.2% | -16.7% |
| 10Y | +124.4% | +1,052.9% | -928.6% | -36.8% |
| All | +1,716.3% | +2,169.4% | -453.1% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling