-0.1%
SWK vs ULTA
+124.2%
-124.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.6% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | -9.7% | -2.8% | -6.9% | -8.9% |
| 3M | +19.5% | +18.7% | +0.8% | +10.8% |
| 6M | +26.0% | -15.0% | +41.0% | +33.1% |
| YTD | +29.1% | -9.2% | +38.3% | +32.5% |
| 1Y | +23.7% | +5.7% | +18.0% | +18.7% |
| 3Y | +15.3% | +32.8% | -17.5% | -3.5% |
| 5Y | -40.6% | +46.0% | -86.6% | -53.6% |
| 10Y | -0.1% | +125.5% | -125.6% | -42.1% |
| All | -0.1% | +124.2% | -124.3% | -42.1% |
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