-26.6%
WDAY vs ULTA
+28.6%
-55.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -10.5% | -3.9% | -6.7% | -9.9% |
| 30D | +2.1% | -1.1% | +3.2% | +2.1% |
| 3M | +34.6% | +13.8% | +20.9% | +30.8% |
| 6M | +29.9% | -17.2% | +47.1% | +34.1% |
| YTD | -13.8% | -11.5% | -2.4% | -12.6% |
| 1Y | -18.3% | +3.9% | -22.2% | -20.3% |
| All | -26.6% | +28.6% | -55.2% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling