+1,737.4%
ULTA vs WWD
+1,115.5%
+621.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.1% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | -1.2% | -5.1% | +3.9% | +0.7% |
| 3M | +13.4% | -11.2% | +24.6% | +17.7% |
| 6M | -15.6% | -12.0% | -3.6% | -12.7% |
| YTD | -10.4% | +12.0% | -22.4% | -16.8% |
| 1Y | +5.5% | +42.8% | -37.3% | -12.4% |
| 3Y | +31.0% | +168.9% | -138.0% | -20.3% |
| 5Y | +41.8% | +192.2% | -150.4% | -19.2% |
| 10Y | +127.0% | +495.3% | -368.3% | -9.7% |
| All | +1,737.4% | +1,115.5% | +621.9% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling