+1,559.3%
WAB vs ULTA
+1,583.0%
-23.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.3% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -2.4% | -2.8% | +0.4% | -1.9% |
| 3M | +9.7% | +18.7% | -9.0% | +3.8% |
| 6M | +16.5% | -15.0% | +31.5% | +20.7% |
| YTD | +33.7% | -9.2% | +42.9% | +35.7% |
| 1Y | +49.7% | +5.7% | +44.0% | +44.7% |
| 3Y | +170.9% | +32.8% | +138.2% | +136.6% |
| 5Y | +228.0% | +46.0% | +182.1% | +173.4% |
| 10Y | +284.8% | +125.5% | +159.3% | +162.1% |
| All | +1,559.3% | +1,583.0% | -23.7% | +364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling