+6.5%
ULTA vs WWD
+41.9%
-35.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +9.0% | +1.3% | +7.7% | +8.8% |
| 30D | +4.6% | -7.2% | +11.7% | +5.6% |
| 3M | +22.0% | -3.8% | +25.8% | +21.3% |
| 6M | -14.7% | -9.9% | -4.8% | -14.5% |
| YTD | -6.8% | +14.8% | -21.6% | -9.7% |
| 1Y | +6.5% | +42.1% | -35.5% | 0.0% |
| All | +6.5% | +41.9% | -35.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling