+166.1%
WAT vs ULTA
+132.3%
+33.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | -0.3% | -3.1% | +2.8% | +0.5% |
| 30D | -1.9% | +2.8% | -4.7% | -2.7% |
| 3M | +13.5% | +14.8% | -1.3% | +9.3% |
| 6M | +37.2% | -16.2% | +53.5% | +42.3% |
| YTD | +7.5% | -9.6% | +17.1% | +9.2% |
| 1Y | +35.0% | +4.8% | +30.2% | +31.7% |
| 3Y | +55.1% | +30.7% | +24.4% | +39.4% |
| 5Y | -2.8% | +45.9% | -48.7% | -16.2% |
| All | +166.1% | +132.3% | +33.8% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling