+6.5%
ULTA vs GWRE
-25.4%
+31.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -19.9% | +21.2% | +1.6% |
| 7D | +9.0% | -21.1% | +30.1% | +9.4% |
| 30D | +4.6% | +1.3% | +3.3% | +4.2% |
| 3M | +22.0% | +7.4% | +14.5% | +21.2% |
| 6M | -14.7% | +5.6% | -20.3% | -15.6% |
| YTD | -6.8% | -19.2% | +12.4% | -7.7% |
| 1Y | +6.5% | -25.1% | +31.7% | +6.4% |
| All | +6.5% | -25.4% | +31.9% | +6.4% |
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