+142.0%
WEC vs ULTA
+132.3%
+9.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -0.6% | -3.1% | +2.5% | -0.3% |
| 30D | -2.6% | +2.8% | -5.4% | -2.9% |
| 3M | -6.0% | +14.8% | -20.8% | -7.2% |
| 6M | -5.4% | -16.2% | +10.8% | -4.4% |
| YTD | +2.5% | -9.6% | +12.1% | +2.9% |
| 1Y | -0.7% | +4.8% | -5.5% | -1.7% |
| 3Y | +38.7% | +30.7% | +8.0% | +33.0% |
| 5Y | +31.7% | +45.9% | -14.2% | +23.4% |
| All | +142.0% | +132.3% | +9.8% | +108.3% |
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