+525.4%
WPM vs ULTA
+132.3%
+393.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +2.0% |
| 7D | -0.6% | -3.1% | +2.5% | -0.4% |
| 30D | +14.4% | +2.8% | +11.6% | +14.2% |
| 3M | +37.0% | +14.8% | +22.2% | +36.1% |
| 6M | +4.1% | -16.2% | +20.3% | +4.8% |
| YTD | +31.7% | -9.6% | +41.3% | +32.2% |
| 1Y | +44.2% | +4.8% | +39.4% | +43.8% |
| 3Y | +265.5% | +30.7% | +234.8% | +259.0% |
| 5Y | +262.5% | +45.9% | +216.6% | +254.3% |
| All | +525.4% | +132.3% | +393.1% | +490.8% |
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 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