+352.6%
EXEL vs GWRE
+131.0%
+221.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -4.9% | -13.2% | +8.3% | -2.1% |
| 30D | +11.4% | -18.6% | +30.0% | +15.1% |
| 3M | +4.9% | +18.9% | -14.0% | -1.1% |
| 6M | +34.4% | -11.0% | +45.4% | +33.0% |
| YTD | +28.0% | -29.9% | +57.9% | +34.1% |
| 1Y | +43.6% | -44.3% | +88.0% | +59.8% |
| 3Y | +155.2% | +51.7% | +103.5% | +97.4% |
| 5Y | +181.2% | +15.4% | +165.7% | +134.4% |
| All | +352.6% | +131.0% | +221.6% | +148.8% |
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