+42.9%
ULTA vs WING
-35.5%
+78.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | -1.1% | -0.5% | -0.6% | -1.2% |
| 3M | +13.8% | -23.9% | +37.6% | +18.2% |
| 6M | -17.2% | -48.9% | +31.6% | -8.6% |
| YTD | -11.5% | -53.3% | +41.9% | -1.5% |
| 1Y | +3.9% | -60.3% | +64.2% | +18.4% |
| 3Y | +29.5% | -30.1% | +59.6% | +20.4% |
| 5Y | +42.9% | -36.2% | +79.1% | +22.5% |
| All | +42.9% | -35.5% | +78.4% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling