-18.1%
WDAY vs ULTA
+5.8%
-23.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | -5.2% | -3.1% | -2.1% | -4.8% |
| 30D | +5.9% | +2.8% | +3.1% | +5.4% |
| 3M | +42.3% | +14.8% | +27.5% | +39.2% |
| 6M | +34.7% | -16.2% | +50.9% | +36.6% |
| YTD | -13.5% | -9.6% | -3.9% | -13.6% |
| 1Y | -18.1% | +4.8% | -22.8% | -21.2% |
| All | -18.1% | +5.8% | -23.8% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling