+125.6%
ULTA vs BWA
+156.8%
-31.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.5% |
| 7D | -3.1% | -1.3% | -1.8% | -2.5% |
| 30D | +2.8% | -2.9% | +5.7% | +3.7% |
| 3M | +14.8% | -10.7% | +25.5% | +19.4% |
| 6M | -16.2% | +26.5% | -42.7% | -25.8% |
| YTD | -9.6% | +49.1% | -58.7% | -27.3% |
| 1Y | +4.8% | +52.1% | -47.3% | -16.8% |
| 3Y | +30.7% | +72.6% | -41.9% | -5.6% |
| 5Y | +45.9% | +89.4% | -43.5% | -3.5% |
| All | +125.6% | +156.8% | -31.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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