+125.6%
ULTA vs WY
+7.6%
+118.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -3.1% | -4.2% | +1.1% | -1.0% |
| 30D | +2.8% | -10.1% | +12.9% | +8.2% |
| 3M | +14.8% | -8.5% | +23.3% | +19.4% |
| 6M | -16.2% | -3.3% | -12.9% | -15.7% |
| YTD | -9.6% | -4.4% | -5.2% | -9.0% |
| 1Y | +4.8% | -11.5% | +16.3% | +9.5% |
| 3Y | +30.7% | -24.3% | +55.0% | +44.1% |
| 5Y | +45.9% | -21.3% | +67.2% | +55.6% |
| All | +125.6% | +7.6% | +118.0% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling