+743.7%
WEC vs ULTA
+1,560.4%
-816.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | +0.4% | -1.8% | +2.2% | +0.5% |
| 30D | +0.9% | -1.2% | +2.1% | +0.9% |
| 3M | -5.3% | +13.4% | -18.7% | -6.3% |
| 6M | -6.6% | -15.6% | +9.1% | -5.7% |
| YTD | +3.3% | -10.4% | +13.7% | +3.7% |
| 1Y | +2.1% | +5.5% | -3.4% | +1.1% |
| 3Y | +39.6% | +31.0% | +8.6% | +34.7% |
| 5Y | +31.2% | +41.8% | -10.7% | +24.8% |
| 10Y | +148.4% | +127.0% | +21.5% | +120.7% |
| All | +743.7% | +1,560.4% | -816.7% | +496.5% |
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 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