+222.3%
WAB vs ULTA
+44.7%
+177.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.5% |
| 7D | +0.1% | -3.1% | +3.2% | +0.9% |
| 30D | -4.1% | +2.8% | -6.9% | -4.9% |
| 3M | +8.2% | +14.8% | -6.6% | +3.8% |
| 6M | +15.4% | -16.2% | +31.6% | +19.8% |
| YTD | +33.1% | -9.6% | +42.8% | +35.3% |
| 1Y | +48.1% | +4.8% | +43.3% | +43.9% |
| 3Y | +167.7% | +30.7% | +137.0% | +133.1% |
| All | +222.3% | +44.7% | +177.7% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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