+125.6%
ULTA vs NWSA
+149.4%
-23.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -3.1% | -2.8% | -0.3% | -1.8% |
| 30D | +2.8% | +3.0% | -0.2% | +1.5% |
| 3M | +14.8% | +12.3% | +2.5% | +8.6% |
| 6M | -16.2% | +21.9% | -38.1% | -23.9% |
| YTD | -9.6% | +13.6% | -23.2% | -15.8% |
| 1Y | +4.8% | +0.5% | +4.3% | +3.0% |
| 3Y | +30.7% | +43.8% | -13.1% | +7.2% |
| 5Y | +45.9% | +41.2% | +4.7% | +17.1% |
| All | +125.6% | +149.4% | -23.8% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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