+295.5%
WMB vs ULTA
+132.3%
+163.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.5% |
| 7D | -1.8% | -3.1% | +1.3% | -1.0% |
| 30D | -1.2% | +2.8% | -4.0% | -2.0% |
| 3M | +2.5% | +14.8% | -12.3% | -1.5% |
| 6M | -0.7% | -16.2% | +15.6% | +2.9% |
| YTD | +23.0% | -9.6% | +32.6% | +24.5% |
| 1Y | +26.7% | +4.8% | +21.9% | +22.6% |
| 3Y | +140.2% | +30.7% | +109.5% | +109.8% |
| 5Y | +271.1% | +45.9% | +225.2% | +201.0% |
| All | +295.5% | +132.3% | +163.2% | +143.6% |
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 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