+470.1%
ULTA vs NWSA
+122.3%
+347.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -1.8% | -3.1% | +1.3% | -0.5% |
| 30D | -1.2% | +4.3% | -5.5% | -2.9% |
| 3M | +13.4% | +9.2% | +4.2% | +8.9% |
| 6M | -15.6% | +21.6% | -37.2% | -22.9% |
| YTD | -10.4% | +14.2% | -24.7% | -16.4% |
| 1Y | +5.5% | +1.8% | +3.7% | +3.2% |
| 3Y | +31.0% | +44.4% | -13.5% | +8.9% |
| 5Y | +41.8% | +41.0% | +0.9% | +16.0% |
| 10Y | +127.0% | +150.0% | -23.1% | +36.4% |
| All | +470.1% | +122.3% | +347.8% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling