+33.4%
WEC vs ULTA
+44.7%
-11.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -0.6% | -3.1% | +2.5% | -0.5% |
| 30D | -2.6% | +2.8% | -5.4% | -2.8% |
| 3M | -6.0% | +14.8% | -20.8% | -6.6% |
| 6M | -5.4% | -16.2% | +10.8% | -4.9% |
| YTD | +2.5% | -9.6% | +12.1% | +2.6% |
| 1Y | -0.7% | +4.8% | -5.5% | -1.4% |
| 3Y | +38.7% | +30.7% | +8.0% | +35.0% |
| All | +33.4% | +44.7% | -11.3% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling