+265.4%
WPM vs ULTA
+44.7%
+220.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.9% |
| 7D | -0.6% | -3.1% | +2.5% | -0.3% |
| 30D | +14.4% | +2.8% | +11.6% | +14.1% |
| 3M | +37.0% | +14.8% | +22.2% | +35.4% |
| 6M | +4.1% | -16.2% | +20.3% | +5.3% |
| YTD | +31.7% | -9.6% | +41.3% | +32.6% |
| 1Y | +44.2% | +4.8% | +39.4% | +43.6% |
| 3Y | +265.5% | +30.7% | +234.8% | +251.9% |
| All | +265.4% | +44.7% | +220.7% | +250.3% |
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