+595.0%
EWT vs ULTA
+1,575.4%
-980.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.4% |
| 7D | -1.1% | -3.1% | +1.9% | -0.6% |
| 30D | +4.5% | +2.8% | +1.7% | +3.8% |
| 3M | +8.3% | +14.8% | -6.5% | +5.0% |
| 6M | +54.2% | -16.2% | +70.5% | +58.2% |
| YTD | +74.6% | -9.6% | +84.2% | +76.4% |
| 1Y | +84.9% | +4.8% | +80.1% | +81.1% |
| 3Y | +197.5% | +30.7% | +166.8% | +173.6% |
| 5Y | +150.6% | +45.9% | +104.7% | +121.9% |
| 10Y | +516.1% | +129.0% | +387.0% | +366.7% |
| All | +595.0% | +1,575.4% | -980.5% | +184.6% |
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