+42.9%
ULTA vs WST
-24.9%
+67.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | -1.1% | -2.0% | +1.0% | -0.6% |
| 3M | +13.8% | +4.1% | +9.7% | +12.8% |
| 6M | -17.2% | +47.4% | -64.7% | -23.9% |
| YTD | -11.5% | +25.4% | -36.9% | -16.0% |
| 1Y | +3.9% | +35.3% | -31.4% | -3.5% |
| 3Y | +29.5% | -11.7% | +41.2% | +26.4% |
| 5Y | +42.9% | -24.0% | +66.9% | +44.0% |
| All | +42.9% | -24.9% | +67.8% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 5y: compounded portfolio wealth divided by compounded WST 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…
5y analysis · Full analysis span regression · 6 months rolling