+147.8%
SW vs ULTA
+128.6%
+19.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -5.1% | +9.0% | -14.1% | -6.2% |
| 30D | -4.6% | +4.6% | -9.2% | -5.2% |
| 3M | +9.4% | +22.0% | -12.6% | +6.6% |
| 6M | +3.5% | -14.7% | +18.2% | +5.1% |
| YTD | +22.0% | -6.8% | +28.8% | +22.5% |
| 1Y | +2.2% | +6.5% | -4.3% | +0.8% |
| 3Y | +19.6% | +35.6% | -16.0% | +13.3% |
| 5Y | -2.3% | +47.6% | -50.0% | -8.5% |
| All | +147.8% | +128.6% | +19.2% | +118.3% |
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 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