+1,716.3%
ULTA vs WY
+67.3%
+1,649.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | +0.2% |
| 7D | -3.9% | -3.7% | -0.2% | -2.0% |
| 30D | -1.1% | -11.3% | +10.2% | +5.1% |
| 3M | +13.8% | -8.1% | +21.9% | +18.3% |
| 6M | -17.2% | -7.4% | -9.8% | -14.9% |
| YTD | -11.5% | -4.7% | -6.8% | -10.7% |
| 1Y | +3.9% | -9.2% | +13.1% | +7.2% |
| 3Y | +29.5% | -24.7% | +54.2% | +43.5% |
| 5Y | +42.9% | -21.6% | +64.5% | +52.6% |
| 10Y | +124.4% | +6.7% | +117.7% | +83.2% |
| All | +1,716.3% | +67.3% | +1,649.0% | +957.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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