+13.5%
WFC vs ULTA
+5.8%
+7.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.1% | +0.7% |
| 7D | +0.4% | -3.1% | +3.4% | +0.6% |
| 30D | +1.5% | +2.8% | -1.3% | +1.3% |
| 3M | +10.2% | +14.8% | -4.6% | +8.6% |
| 6M | +18.8% | -16.2% | +35.0% | +19.9% |
| YTD | -1.5% | -9.6% | +8.1% | -0.1% |
| 1Y | +13.5% | +4.8% | +8.8% | +16.1% |
| All | +13.5% | +5.8% | +7.8% | +16.1% |
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 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