+310.4%
WM vs ULTA
+122.7%
+187.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -4.5% | -1.2% | -3.2% | -4.4% |
| 3M | -2.2% | +13.4% | -15.6% | -4.1% |
| 6M | -11.5% | -15.6% | +4.2% | -9.9% |
| YTD | -0.7% | -10.4% | +9.8% | +0.2% |
| 1Y | +0.3% | +5.5% | -5.1% | -1.4% |
| 3Y | +44.2% | +31.0% | +13.2% | +34.7% |
| 5Y | +51.6% | +41.8% | +9.8% | +37.5% |
| 10Y | +310.4% | +127.0% | +183.4% | +229.8% |
| All | +310.4% | +122.7% | +187.7% | +229.8% |
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