+428.1%
WMT vs ULTA
+132.3%
+295.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +1.1% |
| 7D | 0.0% | -3.1% | +3.1% | +0.4% |
| 30D | -7.4% | +2.8% | -10.2% | -7.7% |
| 3M | -10.9% | +14.8% | -25.6% | -12.4% |
| 6M | -12.7% | -16.2% | +3.5% | -11.2% |
| YTD | -3.2% | -9.6% | +6.4% | -2.6% |
| 1Y | +5.3% | +4.8% | +0.5% | +3.8% |
| 3Y | +101.9% | +30.7% | +71.2% | +90.6% |
| 5Y | +134.6% | +45.9% | +88.7% | +116.8% |
| All | +428.1% | +132.3% | +295.8% | +351.0% |
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 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