+188.3%
ITW vs ULTA
+132.3%
+56.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.6% |
| 7D | -0.7% | -3.1% | +2.3% | 0.0% |
| 30D | -8.3% | +2.8% | -11.1% | -9.1% |
| 3M | +6.0% | +14.8% | -8.7% | +2.1% |
| 6M | 0.0% | -16.2% | +16.2% | +3.5% |
| YTD | +10.2% | -9.6% | +19.9% | +11.7% |
| 1Y | +3.2% | +4.8% | -1.6% | +0.4% |
| 3Y | +21.0% | +30.7% | -9.7% | +8.0% |
| 5Y | +37.9% | +45.9% | -8.0% | +16.7% |
| All | +188.3% | +132.3% | +56.0% | +98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling