+112.2%
WDAY vs ULTA
+132.3%
-20.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.3% |
| 7D | -5.2% | -3.1% | -2.1% | -4.3% |
| 30D | +5.9% | +2.8% | +3.1% | +4.7% |
| 3M | +42.3% | +14.8% | +27.5% | +36.2% |
| 6M | +34.7% | -16.2% | +50.9% | +40.3% |
| YTD | -13.5% | -9.6% | -3.9% | -12.2% |
| 1Y | -18.1% | +4.8% | -22.8% | -20.8% |
| 3Y | -26.4% | +30.7% | -57.1% | -35.8% |
| 5Y | -30.6% | +45.9% | -76.5% | -42.7% |
| All | +112.2% | +132.3% | -20.1% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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