+341.7%
ACWI vs ULTA
+4,471.2%
-4,129.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.3% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | -2.6% | +12.4% | -15.0% | -5.0% |
| 3M | -3.2% | +22.4% | -25.6% | -7.4% |
| 6M | +1.9% | +28.9% | -27.0% | -3.9% |
| YTD | +11.3% | +7.6% | +3.8% | +8.5% |
| 1Y | +11.7% | +21.6% | -9.9% | +5.8% |
| 3Y | +74.4% | +67.0% | +7.4% | +50.9% |
| 5Y | +59.5% | +64.2% | -4.7% | +36.6% |
| 10Y | +225.2% | +172.5% | +52.7% | +133.3% |
| All | +341.7% | +4,471.2% | -4,129.5% | +39.9% |
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