+3,265.7%
WDC vs ULTA
+1,560.4%
+1,705.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.4% |
| 7D | +7.5% | -1.8% | +9.3% | +8.0% |
| 30D | +10.1% | -1.2% | +11.3% | +9.8% |
| 3M | -6.8% | +13.4% | -20.2% | -11.6% |
| 6M | +84.1% | -15.6% | +99.8% | +89.8% |
| YTD | +180.3% | -10.4% | +190.7% | +183.1% |
| 1Y | +411.1% | +5.5% | +405.6% | +388.0% |
| 3Y | +1,375.0% | +31.0% | +1,344.0% | +1,173.8% |
| 5Y | +991.6% | +41.8% | +949.7% | +802.2% |
| 10Y | +1,309.1% | +127.0% | +1,182.1% | +844.5% |
| All | +3,265.7% | +1,560.4% | +1,705.3% | +916.3% |
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 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