+601.6%
ULTA vs GWRE
+741.3%
-139.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -3.1% | -13.2% | +10.2% | -0.3% |
| 30D | +2.8% | -18.6% | +21.4% | +6.1% |
| 3M | +14.8% | +18.9% | -4.1% | +8.9% |
| 6M | -16.2% | -11.0% | -5.3% | -16.7% |
| YTD | -9.6% | -29.9% | +20.3% | -5.9% |
| 1Y | +4.8% | -44.3% | +49.1% | +14.8% |
| 3Y | +30.7% | +51.7% | -21.0% | +8.1% |
| 5Y | +45.9% | +15.4% | +30.4% | +26.0% |
| 10Y | +129.0% | +129.4% | -0.4% | +65.4% |
| All | +601.6% | +741.3% | -139.7% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling