+49.3%
SW vs ULTA
+67.2%
-18.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | +4.7% | +0.2% | +4.4% | +4.6% |
| 30D | +5.0% | +18.7% | -13.7% | +0.3% |
| 3M | -7.3% | +20.5% | -27.8% | -12.0% |
| 6M | +15.0% | +22.0% | -7.0% | +8.5% |
| YTD | +18.5% | +7.4% | +11.1% | +14.8% |
| 1Y | +27.1% | +24.5% | +2.6% | +17.7% |
| All | +49.3% | +67.2% | -18.0% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling