+700.1%
EWT vs GWRE
+741.3%
-41.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -1.1% | -13.2% | +12.1% | +1.3% |
| 30D | +4.5% | -18.6% | +23.0% | +7.4% |
| 3M | +8.3% | +18.9% | -10.6% | +2.2% |
| 6M | +54.2% | -11.0% | +65.2% | +52.8% |
| YTD | +74.6% | -29.9% | +104.5% | +80.9% |
| 1Y | +84.9% | -44.3% | +129.2% | +101.1% |
| 3Y | +197.5% | +51.7% | +145.9% | +152.3% |
| 5Y | +150.6% | +15.4% | +135.1% | +119.8% |
| 10Y | +516.1% | +129.4% | +386.6% | +359.2% |
| All | +700.1% | +741.3% | -41.3% | +385.3% |
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