+1,762.4%
ULTA vs BWA
+281.6%
+1,480.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.8% |
| 7D | +0.7% | +4.3% | -3.6% | -1.2% |
| 30D | -2.8% | -2.9% | +0.1% | -1.9% |
| 3M | +18.7% | -12.4% | +31.1% | +24.7% |
| 6M | -15.0% | +28.6% | -43.6% | -25.9% |
| YTD | -9.2% | +48.2% | -57.4% | -27.5% |
| 1Y | +5.7% | +50.9% | -45.3% | -16.7% |
| 3Y | +32.8% | +72.2% | -39.4% | -5.1% |
| 5Y | +46.0% | +91.1% | -45.1% | -4.5% |
| 10Y | +125.5% | +144.0% | -18.5% | +19.9% |
| All | +1,762.4% | +281.6% | +1,480.8% | +567.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling