+561.8%
GWW vs ULTA
+132.3%
+429.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.2% |
| 7D | -3.4% | -3.1% | -0.3% | -2.6% |
| 30D | -1.9% | +2.8% | -4.7% | -2.7% |
| 3M | -2.4% | +14.8% | -17.2% | -6.0% |
| 6M | +15.7% | -16.2% | +31.9% | +19.7% |
| YTD | +27.6% | -9.6% | +37.2% | +29.4% |
| 1Y | +27.2% | +4.8% | +22.4% | +23.8% |
| 3Y | +89.7% | +30.7% | +59.0% | +69.8% |
| 5Y | +223.9% | +45.9% | +178.0% | +175.8% |
| All | +561.8% | +132.3% | +429.5% | +360.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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