+462.1%
WMB vs ULTA
+1,924.4%
-1,462.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +7.8% | +2.5% | +5.4% | +7.2% |
| 30D | -5.1% | +11.5% | -16.6% | -7.7% |
| 3M | -4.7% | +28.1% | -32.9% | -10.4% |
| 6M | -7.4% | +34.2% | -41.6% | -14.3% |
| YTD | +17.5% | +9.2% | +8.3% | +13.3% |
| 1Y | +19.5% | +23.7% | -4.3% | +11.4% |
| 3Y | +121.3% | +69.2% | +52.1% | +84.9% |
| 5Y | +200.5% | +66.6% | +133.9% | +146.0% |
| 10Y | +281.9% | +176.6% | +105.3% | +155.7% |
| All | +462.1% | +1,924.4% | -1,462.3% | +79.0% |
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 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