-44.3%
GWRE vs SOXQ
+98.3%
-142.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +1.0% |
| 7D | -13.2% | +0.8% | -14.0% | -13.0% |
| 30D | -18.6% | -4.6% | -14.0% | -19.0% |
| 3M | +18.9% | -10.2% | +29.1% | +18.2% |
| 6M | -11.0% | +49.7% | -60.6% | -11.2% |
| YTD | -29.9% | +67.2% | -97.1% | -31.3% |
| 1Y | -44.3% | +98.0% | -142.3% | -49.3% |
| All | -44.3% | +98.3% | -142.7% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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