+111.4%
WBD vs ULTA
+1,575.4%
-1,464.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.1% |
| 7D | -0.7% | -3.1% | +2.3% | +0.1% |
| 30D | +1.4% | +2.8% | -1.4% | +0.5% |
| 3M | +4.4% | +14.8% | -10.4% | +0.1% |
| 6M | +0.8% | -16.2% | +17.0% | +4.5% |
| YTD | -2.7% | -9.6% | +6.9% | -1.4% |
| 1Y | +73.4% | +4.8% | +68.6% | +68.3% |
| 3Y | +142.1% | +30.7% | +111.5% | +117.9% |
| 5Y | +7.2% | +45.9% | -38.7% | -7.0% |
| 10Y | +14.2% | +129.0% | -114.8% | -16.8% |
| All | +111.4% | +1,575.4% | -1,464.0% | -31.6% |
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