+85.2%
SWK vs ULTA
+27.7%
+57.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +4.1% | +9.0% | +11.6% |
| 7D | +17.9% | +6.7% | +11.2% | +15.3% |
| 30D | +31.9% | +21.7% | +10.2% | +23.7% |
| 3M | +16.6% | +21.5% | -4.9% | +9.2% |
| 6M | +61.1% | +27.5% | +33.6% | +47.7% |
| YTD | +64.2% | +9.2% | +55.0% | +58.2% |
| 1Y | +85.2% | +27.9% | +57.3% | +65.9% |
| All | +85.2% | +27.7% | +57.5% | +65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling