+28.0%
ULTA vs BWA
+68.2%
-40.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -3.9% | -0.1% | -3.8% | -3.8% |
| 30D | -1.1% | -5.5% | +4.4% | +0.1% |
| 3M | +13.8% | -7.6% | +21.4% | +15.6% |
| 6M | -17.2% | +25.0% | -42.2% | -23.3% |
| YTD | -11.5% | +47.0% | -58.4% | -23.6% |
| 1Y | +3.9% | +54.0% | -50.1% | -12.0% |
| All | +28.0% | +68.2% | -40.2% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling