+113.2%
WDC vs ULTA
+27.7%
+85.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.1% | -10.8% | -6.0% |
| 7D | -18.3% | +6.7% | -25.0% | -17.2% |
| 30D | -26.7% | +21.7% | -48.4% | -23.7% |
| 3M | -40.9% | +21.5% | -62.4% | -38.0% |
| 6M | -26.8% | +27.5% | -54.3% | -21.6% |
| YTD | +88.2% | +9.2% | +79.0% | +102.9% |
| 1Y | +113.2% | +27.9% | +85.3% | +126.0% |
| All | +113.2% | +27.7% | +85.5% | +126.0% |
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