+46.2%
WM vs ULTA
+65.9%
-19.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | +13.1% | +18.2% | -5.1% | +11.7% |
| 3M | +3.6% | +19.7% | -16.0% | +2.3% |
| 6M | +8.1% | +20.5% | -12.4% | +6.5% |
| YTD | +8.9% | +6.6% | +2.3% | +8.0% |
| 1Y | +20.3% | +26.5% | -6.1% | +17.6% |
| 3Y | +46.2% | +67.0% | -20.9% | +36.8% |
| All | +46.2% | +65.9% | -19.8% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling