+38.7%
EXPE vs GWRE
-25.4%
+64.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -19.9% | +18.3% | +3.5% |
| 7D | -9.5% | -21.1% | +11.6% | -4.4% |
| 30D | -6.6% | +1.3% | -7.9% | -8.6% |
| 3M | +31.4% | +7.4% | +23.9% | +25.2% |
| 6M | +35.2% | +5.6% | +29.6% | +28.2% |
| YTD | +5.8% | -19.2% | +25.0% | +0.7% |
| 1Y | +38.7% | -25.1% | +63.8% | +34.1% |
| All | +38.7% | -25.4% | +64.1% | +34.1% |
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