+285.0%
WMB vs ULTA
+44.0%
+241.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | 0.0% | -1.8% | +1.8% | +0.2% |
| 30D | +4.6% | -1.2% | +5.8% | +4.7% |
| 3M | +5.7% | +13.4% | -7.6% | +4.2% |
| 6M | +4.2% | -15.6% | +19.8% | +5.7% |
| YTD | +26.8% | -10.4% | +37.3% | +27.7% |
| 1Y | +34.7% | +5.5% | +29.2% | +32.6% |
| 3Y | +146.8% | +31.0% | +115.8% | +131.0% |
| 5Y | +285.0% | +41.8% | +243.2% | +252.0% |
| All | +285.0% | +44.0% | +241.0% | +252.0% |
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