+43.6%
EXEL vs GWRE
-44.7%
+88.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -4.9% | -13.2% | +8.3% | -5.1% |
| 30D | +11.4% | -18.6% | +30.0% | +11.0% |
| 3M | +4.9% | +18.9% | -14.0% | +5.5% |
| 6M | +34.4% | -11.0% | +45.4% | +35.7% |
| YTD | +28.0% | -29.9% | +57.9% | +33.6% |
| 1Y | +43.6% | -44.3% | +88.0% | +47.0% |
| All | +43.6% | -44.7% | +88.3% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling