+326.4%
WM vs ULTA
+178.8%
+147.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.2% | +4.6% | -3.5% | +0.5% |
| 30D | +13.7% | +16.5% | -2.8% | +11.3% |
| 3M | +5.2% | +21.1% | -15.9% | +2.3% |
| 6M | +11.2% | +27.4% | -16.2% | +7.1% |
| YTD | +9.4% | +9.8% | -0.4% | +7.3% |
| 1Y | +20.4% | +28.6% | -8.2% | +15.1% |
| 3Y | +44.7% | +70.5% | -25.8% | +30.0% |
| 5Y | +58.5% | +69.8% | -11.3% | +40.3% |
| 10Y | +326.4% | +180.8% | +145.6% | +236.6% |
| All | +326.4% | +178.8% | +147.5% | +236.6% |
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