+24.5%
ULTA vs GWRE
-24.6%
+49.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | +0.2% | +4.5% | -4.3% | 0.0% |
| 30D | +18.7% | +1.7% | +17.0% | +18.6% |
| 3M | +20.5% | +4.4% | +16.1% | +19.6% |
| 6M | +22.0% | +19.5% | +2.5% | +20.8% |
| YTD | +7.4% | -16.7% | +24.1% | +14.2% |
| 1Y | +24.5% | -24.0% | +48.5% | +41.2% |
| All | +24.5% | -24.6% | +49.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling