+89.7%
GWW vs ULTA
+31.2%
+58.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -3.4% | -3.1% | -0.3% | -2.9% |
| 30D | -1.9% | +2.8% | -4.7% | -2.4% |
| 3M | -2.4% | +14.8% | -17.2% | -4.9% |
| 6M | +15.7% | -16.2% | +31.9% | +18.8% |
| YTD | +27.6% | -9.6% | +37.2% | +29.1% |
| 1Y | +27.2% | +4.8% | +22.4% | +24.9% |
| 3Y | +89.7% | +30.7% | +59.0% | +74.1% |
| All | +89.7% | +31.2% | +58.4% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling