+125.6%
ULTA vs WING
+407.7%
-282.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.9% | +0.8% |
| 7D | -3.1% | +7.2% | -10.3% | -4.6% |
| 30D | +2.8% | +4.8% | -2.0% | +1.3% |
| 3M | +14.8% | -23.7% | +38.4% | +20.5% |
| 6M | -16.2% | -43.6% | +27.4% | -6.8% |
| YTD | -9.6% | -50.6% | +40.9% | +2.4% |
| 1Y | +4.8% | -57.0% | +61.8% | +21.6% |
| 3Y | +30.7% | -28.3% | +59.0% | +22.4% |
| 5Y | +45.9% | -32.4% | +78.3% | +29.8% |
| All | +125.6% | +407.7% | -282.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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