+52.1%
WM vs ULTA
+44.9%
+7.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.1% | -0.3% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | -4.3% | -2.8% | -1.5% | -4.1% |
| 3M | +0.8% | +18.7% | -17.9% | -1.0% |
| 6M | -10.8% | -15.0% | +4.3% | -9.7% |
| YTD | -0.1% | -9.2% | +9.2% | +0.4% |
| 1Y | +1.0% | +5.7% | -4.6% | -0.3% |
| 3Y | +45.1% | +32.8% | +12.3% | +37.5% |
| 5Y | +52.1% | +46.0% | +6.2% | +39.3% |
| All | +52.1% | +44.9% | +7.2% | +39.3% |
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