+431.2%
WAT vs ULTA
+1,583.0%
-1,151.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -1.1% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | -1.0% | -2.8% | +1.8% | -0.5% |
| 3M | +10.9% | +18.7% | -7.8% | +7.0% |
| 6M | +33.2% | -15.0% | +48.2% | +36.7% |
| YTD | +6.1% | -9.2% | +15.3% | +7.4% |
| 1Y | +30.2% | +5.7% | +24.6% | +27.6% |
| 3Y | +52.9% | +32.8% | +20.1% | +40.8% |
| 5Y | -5.1% | +46.0% | -51.1% | -15.1% |
| 10Y | +152.6% | +125.5% | +27.1% | +96.9% |
| All | +431.2% | +1,583.0% | -1,151.8% | +141.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling