+1,188.5%
WDC vs ULTA
+132.3%
+1,056.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.7% |
| 7D | -4.3% | -3.1% | -1.2% | -3.3% |
| 30D | -1.5% | +2.8% | -4.3% | -3.1% |
| 3M | -15.5% | +14.8% | -30.3% | -21.1% |
| 6M | +66.5% | -16.2% | +82.7% | +73.4% |
| YTD | +159.9% | -9.6% | +169.5% | +162.4% |
| 1Y | +366.0% | +4.8% | +361.2% | +340.8% |
| 3Y | +1,285.8% | +30.7% | +1,255.1% | +1,044.0% |
| 5Y | +925.6% | +45.9% | +879.7% | +681.1% |
| All | +1,188.5% | +132.3% | +1,056.3% | +641.6% |
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 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