+1,762.4%
ULTA vs WST
+1,867.4%
-105.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.4% |
| 7D | +0.7% | -0.3% | +0.9% | +0.8% |
| 30D | -2.8% | -4.6% | +1.8% | -1.1% |
| 3M | +18.7% | +5.7% | +13.0% | +16.3% |
| 6M | -15.0% | +37.6% | -52.6% | -24.9% |
| YTD | -9.2% | +23.0% | -32.3% | -16.8% |
| 1Y | +5.7% | +33.8% | -28.2% | -6.9% |
| 3Y | +32.8% | -13.4% | +46.1% | +26.0% |
| 5Y | +46.0% | -27.0% | +72.9% | +43.8% |
| 10Y | +125.5% | +324.5% | -199.0% | -17.5% |
| All | +1,762.4% | +1,867.4% | -105.0% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling