+282.6%
WDAY vs ULTA
+476.6%
-194.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.2% | -4.1% |
| 7D | -6.1% | +0.7% | -6.8% | -6.3% |
| 30D | +3.7% | -2.8% | +6.5% | +4.2% |
| 3M | +29.6% | +18.7% | +10.9% | +23.2% |
| 6M | +23.3% | -15.0% | +38.4% | +27.6% |
| YTD | -13.3% | -9.2% | -4.0% | -12.1% |
| 1Y | -19.6% | +5.7% | -25.3% | -22.3% |
| 3Y | -25.7% | +32.8% | -58.4% | -34.7% |
| 5Y | -31.6% | +46.0% | -77.5% | -42.5% |
| 10Y | +109.9% | +125.5% | -15.6% | +44.4% |
| All | +282.6% | +476.6% | -194.0% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling