+730.4%
SW vs ULTA
+4,774.4%
-4,044.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | +4.7% | +0.2% | +4.4% | +4.6% |
| 30D | +5.0% | +18.7% | -13.7% | +3.7% |
| 3M | -7.3% | +20.5% | -27.8% | -8.6% |
| 6M | +15.0% | +22.0% | -7.0% | +13.3% |
| YTD | +18.5% | +7.4% | +11.1% | +17.6% |
| 1Y | +27.1% | +24.5% | +2.6% | +24.8% |
| 3Y | +49.3% | +68.4% | -19.1% | +43.1% |
| 5Y | -1.6% | +65.8% | -67.5% | -5.9% |
| 10Y | +185.4% | +184.8% | +0.6% | +163.1% |
| All | +730.4% | +4,774.4% | -4,044.0% | +564.9% |
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 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