+1,137.0%
WPM vs ULTA
+1,560.4%
-423.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +3.9% | -1.8% | +5.7% | +4.1% |
| 30D | +17.7% | -1.2% | +18.9% | +17.8% |
| 3M | +39.4% | +13.4% | +26.0% | +37.3% |
| 6M | +6.4% | -15.6% | +22.0% | +8.1% |
| YTD | +34.0% | -10.4% | +44.4% | +35.1% |
| 1Y | +50.5% | +5.5% | +45.1% | +48.9% |
| 3Y | +280.3% | +31.0% | +249.3% | +261.6% |
| 5Y | +266.3% | +41.8% | +224.5% | +241.3% |
| 10Y | +550.8% | +127.0% | +423.8% | +438.0% |
| All | +1,137.0% | +1,560.4% | -423.4% | +535.7% |
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