+149.4%
EWT vs GWRE
+15.1%
+134.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -1.1% | -13.2% | +12.1% | +0.7% |
| 30D | +4.5% | -18.6% | +23.0% | +6.5% |
| 3M | +8.3% | +18.9% | -10.6% | +2.9% |
| 6M | +54.2% | -11.0% | +65.2% | +53.6% |
| YTD | +74.6% | -29.9% | +104.5% | +82.0% |
| 1Y | +84.9% | -44.3% | +129.2% | +102.7% |
| 3Y | +197.5% | +51.7% | +145.9% | +147.3% |
| All | +149.4% | +15.1% | +134.4% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling