-2.3%
SW vs ULTA
+47.1%
-49.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | -5.1% | +9.0% | -14.1% | -7.0% |
| 30D | -4.6% | +4.6% | -9.2% | -5.7% |
| 3M | +9.4% | +22.0% | -12.6% | +4.3% |
| 6M | +3.5% | -14.7% | +18.2% | +6.4% |
| YTD | +22.0% | -6.8% | +28.8% | +22.8% |
| 1Y | +2.2% | +6.5% | -4.3% | -0.6% |
| 3Y | +19.6% | +35.6% | -16.0% | +6.6% |
| All | -2.3% | +47.1% | -49.4% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling