+30.7%
ULTA vs GWRE
+50.1%
-19.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -3.1% | -13.2% | +10.2% | -2.1% |
| 30D | +2.8% | -18.6% | +21.4% | +3.8% |
| 3M | +14.8% | +18.9% | -4.1% | +12.7% |
| 6M | -16.2% | -11.0% | -5.3% | -16.4% |
| YTD | -9.6% | -29.9% | +20.3% | -7.4% |
| 1Y | +4.8% | -44.3% | +49.1% | +10.1% |
| 3Y | +30.7% | +51.7% | -21.0% | +10.9% |
| All | +30.7% | +50.1% | -19.4% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling