+341.2%
ACWI vs ULTA
+4,570.6%
-4,229.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.5% | +2.0% |
| 7D | +0.3% | +4.3% | -4.0% | -0.5% |
| 30D | -2.8% | +16.6% | -19.4% | -5.9% |
| 3M | -3.2% | +17.7% | -20.8% | -6.6% |
| 6M | +1.3% | +27.5% | -26.2% | -4.2% |
| YTD | +11.2% | +9.9% | +1.3% | +7.9% |
| 1Y | +13.8% | +28.5% | -14.7% | +6.6% |
| 3Y | +76.2% | +71.1% | +5.1% | +51.7% |
| 5Y | +59.5% | +68.3% | -8.9% | +35.9% |
| 10Y | +222.2% | +181.4% | +40.8% | +129.6% |
| All | +341.2% | +4,570.6% | -4,229.5% | +39.1% |
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 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