+178.2%
SWK vs ULTA
+1,628.6%
-1,450.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -0.4% | +9.0% | -9.5% | -3.0% |
| 30D | -5.7% | +4.6% | -10.3% | -7.2% |
| 3M | +24.1% | +22.0% | +2.1% | +16.6% |
| 6M | +24.7% | -14.7% | +39.4% | +29.7% |
| YTD | +33.9% | -6.8% | +40.7% | +35.6% |
| 1Y | +34.7% | +6.5% | +28.1% | +30.6% |
| 3Y | +15.3% | +35.6% | -20.3% | +1.8% |
| 5Y | -39.3% | +47.6% | -86.9% | -48.4% |
| 10Y | +2.5% | +128.9% | -126.4% | -27.6% |
| All | +178.2% | +1,628.6% | -1,450.4% | -14.0% |
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 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