+818.4%
WM vs ULTA
+1,628.6%
-810.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -0.3% | +9.0% | -9.3% | -1.5% |
| 30D | -2.4% | +4.6% | -6.9% | -3.1% |
| 3M | +0.4% | +22.0% | -21.5% | -2.5% |
| 6M | -9.5% | -14.7% | +5.2% | -8.0% |
| YTD | +0.5% | -6.8% | +7.3% | +0.8% |
| 1Y | -1.1% | +6.5% | -7.6% | -2.8% |
| 3Y | +46.0% | +35.6% | +10.4% | +36.4% |
| 5Y | +51.8% | +47.6% | +4.2% | +38.0% |
| 10Y | +307.5% | +128.9% | +178.6% | +230.3% |
| All | +818.4% | +1,628.6% | -810.2% | +332.6% |
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 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