+131.2%
ULTA vs GWRE
+150.8%
-19.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.6% | -8.2% | -1.4% |
| 7D | -2.7% | -5.8% | +3.1% | -1.7% |
| 30D | +7.4% | -12.9% | +20.3% | +9.4% |
| 3M | +17.3% | +24.8% | -7.5% | +9.8% |
| 6M | +2.4% | -4.7% | +7.1% | +0.4% |
| YTD | -9.3% | -23.9% | +14.6% | -6.8% |
| 1Y | +6.6% | -39.5% | +46.1% | +16.0% |
| 3Y | +31.9% | +68.1% | -36.2% | +2.3% |
| 5Y | +46.8% | +27.5% | +19.3% | +21.1% |
| 10Y | +131.2% | +151.1% | -19.9% | +56.4% |
| All | +131.2% | +150.8% | -19.5% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling