+1,851.8%
GWW vs ULTA
+1,541.3%
+310.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.3% |
| 7D | -3.1% | -3.9% | +0.7% | -2.4% |
| 30D | -2.3% | -1.1% | -1.3% | -2.2% |
| 3M | -3.3% | +13.8% | -17.1% | -6.1% |
| 6M | +15.4% | -17.2% | +32.6% | +18.9% |
| YTD | +26.7% | -11.5% | +38.2% | +28.8% |
| 1Y | +29.0% | +3.9% | +25.1% | +26.4% |
| 3Y | +89.0% | +29.5% | +59.5% | +73.4% |
| 5Y | +221.8% | +42.9% | +178.9% | +185.0% |
| 10Y | +562.7% | +124.4% | +438.3% | +404.4% |
| All | +1,851.8% | +1,541.3% | +310.5% | +701.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling