+127.9%
WFC vs ULTA
+39.1%
+88.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +0.3% | -3.9% | +4.1% | +1.1% |
| 30D | +2.3% | -1.1% | +3.3% | +2.4% |
| 3M | +9.8% | +13.8% | -4.0% | +6.3% |
| 6M | +15.6% | -17.2% | +32.8% | +19.7% |
| YTD | -2.4% | -11.5% | +9.0% | -0.6% |
| 1Y | +13.8% | +3.9% | +9.9% | +11.1% |
| 3Y | +134.6% | +29.5% | +105.2% | +108.7% |
| 5Y | +127.9% | +42.9% | +85.0% | +88.5% |
| All | +127.9% | +39.1% | +88.8% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling