+896.7%
WM vs ULTA
+1,938.1%
-1,041.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.3% |
| 7D | -0.5% | +4.3% | -4.8% | -1.0% |
| 30D | +13.3% | +16.6% | -3.3% | +10.9% |
| 3M | +4.4% | +17.7% | -13.3% | +2.0% |
| 6M | +10.8% | +27.5% | -16.7% | +6.9% |
| YTD | +9.1% | +9.9% | -0.9% | +6.9% |
| 1Y | +19.1% | +28.5% | -9.3% | +14.1% |
| 3Y | +45.7% | +71.1% | -25.4% | +31.7% |
| 5Y | +60.4% | +68.3% | -7.9% | +43.5% |
| 10Y | +328.7% | +181.4% | +147.3% | +238.2% |
| All | +896.7% | +1,938.1% | -1,041.4% | +358.8% |
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 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