+41.7%
GWRE vs TW
+206.7%
-165.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -13.2% | -4.5% | -8.8% | -11.6% |
| 30D | -18.6% | -2.3% | -16.3% | -17.8% |
| 3M | +18.9% | +2.6% | +16.3% | +18.0% |
| 6M | -11.0% | -17.5% | +6.6% | -4.2% |
| YTD | -29.9% | -5.3% | -24.6% | -28.7% |
| 1Y | -44.3% | -14.8% | -29.6% | -41.2% |
| 3Y | +51.7% | +18.8% | +32.8% | +37.0% |
| 5Y | +15.4% | +20.7% | -5.3% | +0.9% |
| All | +41.7% | +206.7% | -165.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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