+29.5%
SWK vs ULTA
+193.5%
-164.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.3% | +1.5% |
| 7D | +10.7% | +4.3% | +6.4% | +8.9% |
| 30D | +33.3% | +16.6% | +16.7% | +25.2% |
| 3M | +14.7% | +17.7% | -3.0% | +6.8% |
| 6M | +48.5% | +27.5% | +21.0% | +33.3% |
| YTD | +63.9% | +9.9% | +54.0% | +55.3% |
| 1Y | +80.4% | +28.5% | +52.0% | +59.4% |
| 3Y | +58.1% | +71.1% | -12.9% | +18.6% |
| 5Y | -24.5% | +68.3% | -92.8% | -44.3% |
| 10Y | +29.5% | +181.4% | -151.9% | -31.0% |
| All | +29.5% | +193.5% | -164.0% | -31.0% |
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