+46.9%
ULTA vs BWA
+87.2%
-40.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.6% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | +2.8% | -2.9% | +5.7% | +3.5% |
| 3M | +14.8% | -10.7% | +25.5% | +18.3% |
| 6M | -16.2% | +26.5% | -42.7% | -23.7% |
| YTD | -9.6% | +49.1% | -58.7% | -23.9% |
| 1Y | +4.8% | +52.1% | -47.3% | -12.7% |
| 3Y | +30.7% | +72.6% | -41.9% | +0.4% |
| All | +46.9% | +87.2% | -40.3% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling