+1,071.3%
EXEL vs GWRE
+749.2%
+322.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +2.5% |
| 7D | -0.3% | -26.2% | +25.9% | +7.2% |
| 30D | +10.1% | -17.8% | +27.9% | +14.5% |
| 3M | +10.1% | +14.2% | -4.2% | +3.3% |
| 6M | +37.7% | -12.9% | +50.6% | +36.4% |
| YTD | +33.1% | -29.2% | +62.3% | +39.4% |
| 1Y | +52.4% | -44.4% | +96.8% | +71.8% |
| 3Y | +163.8% | +51.1% | +112.7% | +99.0% |
| 5Y | +198.5% | +16.5% | +182.0% | +139.8% |
| 10Y | +386.9% | +131.6% | +255.3% | +178.8% |
| All | +1,071.3% | +749.2% | +322.1% | +374.9% |
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