-36.7%
SWK vs ULTA
+47.1%
-83.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.4% |
| 7D | -0.4% | +9.0% | -9.5% | -3.8% |
| 30D | -5.7% | +4.6% | -10.3% | -7.6% |
| 3M | +24.1% | +22.0% | +2.1% | +14.2% |
| 6M | +24.7% | -14.7% | +39.4% | +31.3% |
| YTD | +33.9% | -6.8% | +40.7% | +36.0% |
| 1Y | +34.7% | +6.5% | +28.1% | +29.0% |
| 3Y | +15.3% | +35.6% | -20.3% | -5.1% |
| All | -36.7% | +47.1% | -83.8% | -51.8% |
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