+1.6%
WBD vs ULTA
-15.7%
+17.3%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.1% |
| 7D | -0.6% | -3.9% | +3.3% | -0.4% |
| 30D | +4.2% | -1.1% | +5.2% | +4.1% |
| 3M | +7.5% | +13.8% | -6.3% | +6.2% |
| 6M | +1.6% | -17.2% | +18.8% | +2.9% |
| All | +1.6% | -15.7% | +17.3% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling