+331.8%
WFC vs ULTA
+1,583.0%
-1,251.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.4% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | +0.8% | -2.8% | +3.6% | +1.5% |
| 3M | +9.3% | +18.7% | -9.4% | +2.5% |
| 6M | +10.6% | -15.0% | +25.7% | +15.3% |
| YTD | -4.1% | -9.2% | +5.2% | -2.4% |
| 1Y | +13.6% | +5.7% | +7.9% | +8.9% |
| 3Y | +130.7% | +32.8% | +98.0% | +96.2% |
| 5Y | +126.7% | +46.0% | +80.8% | +80.8% |
| 10Y | +132.1% | +125.5% | +6.6% | +42.7% |
| All | +331.8% | +1,583.0% | -1,251.1% | -37.7% |
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