+325.4%
ULTA vs WING
+637.4%
-312.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.5% | -2.5% | +5.0% | +2.9% |
| 30D | +11.5% | +29.5% | -18.0% | +5.2% |
| 3M | +28.1% | +40.2% | -12.0% | +18.1% |
| 6M | +34.2% | +32.7% | +1.5% | +23.9% |
| YTD | +9.2% | -32.8% | +42.0% | +14.5% |
| 1Y | +23.7% | -31.7% | +55.5% | +29.0% |
| 3Y | +69.2% | -24.7% | +93.9% | +60.1% |
| 5Y | +66.6% | -0.5% | +67.1% | +37.7% |
| 10Y | +176.6% | +647.5% | -470.9% | +39.6% |
| All | +325.4% | +637.4% | -312.0% | +109.2% |
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