+349.8%
WELL vs ULTA
+132.3%
+217.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.6% |
| 7D | -0.2% | -3.1% | +2.8% | +0.6% |
| 30D | +2.3% | +2.8% | -0.5% | +1.3% |
| 3M | +12.3% | +14.8% | -2.5% | +7.3% |
| 6M | +15.6% | -16.2% | +31.8% | +20.1% |
| YTD | +28.3% | -9.6% | +37.9% | +30.1% |
| 1Y | +41.9% | +4.8% | +37.1% | +36.7% |
| 3Y | +198.3% | +30.7% | +167.6% | +154.6% |
| 5Y | +206.4% | +45.9% | +160.5% | +139.8% |
| All | +349.8% | +132.3% | +217.5% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling