+439.7%
WAT vs ULTA
+1,628.6%
-1,188.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -1.3% | +9.0% | -10.3% | -3.0% |
| 30D | +2.3% | +4.6% | -2.2% | +1.3% |
| 3M | +8.7% | +22.0% | -13.2% | +4.3% |
| 6M | +28.3% | -14.7% | +43.0% | +31.6% |
| YTD | +7.8% | -6.8% | +14.5% | +8.6% |
| 1Y | +36.6% | +6.5% | +30.1% | +33.6% |
| 3Y | +45.7% | +35.6% | +10.1% | +33.6% |
| 5Y | -3.3% | +47.6% | -50.9% | -13.7% |
| 10Y | +162.1% | +128.9% | +33.2% | +103.6% |
| All | +439.7% | +1,628.6% | -1,188.9% | +144.5% |
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