+253.6%
ULTA vs WING
+407.0%
-153.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.7% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -2.8% | -6.0% | +3.2% | -1.9% |
| 3M | +18.7% | -23.5% | +42.2% | +24.3% |
| 6M | -15.0% | -52.0% | +37.0% | -2.6% |
| YTD | -9.2% | -53.8% | +44.6% | +3.8% |
| 1Y | +5.7% | -63.8% | +69.5% | +26.6% |
| 3Y | +32.8% | -30.8% | +63.5% | +26.5% |
| 5Y | +46.0% | -34.3% | +80.2% | +32.2% |
| 10Y | +125.5% | +352.4% | -226.9% | +26.1% |
| All | +253.6% | +407.0% | -153.4% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling