+1,152.2%
WELL vs ULTA
+1,583.0%
-430.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +0.5% | -2.8% | +3.3% | +1.0% |
| 3M | +19.1% | +18.7% | +0.4% | +13.6% |
| 6M | +17.0% | -15.0% | +32.0% | +20.4% |
| YTD | +29.2% | -9.2% | +38.4% | +30.6% |
| 1Y | +42.1% | +5.7% | +36.5% | +37.6% |
| 3Y | +204.5% | +32.8% | +171.8% | +167.5% |
| 5Y | +211.0% | +46.0% | +165.0% | +159.3% |
| 10Y | +337.6% | +125.5% | +212.1% | +205.6% |
| All | +1,152.2% | +1,583.0% | -430.8% | +249.5% |
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