+1,811.1%
SHW vs ULTA
+1,583.0%
+228.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.4% | -1.8% |
| 7D | -1.2% | +0.7% | -1.8% | -1.3% |
| 30D | -11.6% | -2.8% | -8.8% | -11.2% |
| 3M | +9.1% | +18.7% | -9.6% | +5.3% |
| 6M | -0.7% | -15.0% | +14.4% | +2.0% |
| YTD | +1.4% | -9.2% | +10.6% | +2.6% |
| 1Y | -12.3% | +5.7% | -17.9% | -14.2% |
| 3Y | +23.4% | +32.8% | -9.4% | +12.8% |
| 5Y | +15.0% | +46.0% | -30.9% | +1.9% |
| 10Y | +278.3% | +125.5% | +152.8% | +188.2% |
| All | +1,811.1% | +1,583.0% | +228.1% | +741.3% |
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