+11.4%
WBD vs ULTA
+132.3%
-120.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.3% |
| 7D | -0.7% | -3.1% | +2.3% | +0.3% |
| 30D | +1.4% | +2.8% | -1.4% | +0.2% |
| 3M | +4.4% | +14.8% | -10.4% | -1.3% |
| 6M | +0.8% | -16.2% | +17.0% | +5.7% |
| YTD | -2.7% | -9.6% | +6.9% | -1.0% |
| 1Y | +73.4% | +4.8% | +68.6% | +66.3% |
| 3Y | +142.1% | +30.7% | +111.5% | +108.2% |
| 5Y | +7.2% | +45.9% | -38.7% | -12.5% |
| All | +11.4% | +132.3% | -120.9% | -27.2% |
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