+16.1%
GWRE vs TW
+19.5%
-3.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -13.2% | -4.5% | -8.8% | -11.3% |
| 30D | -18.6% | -2.3% | -16.3% | -17.7% |
| 3M | +18.9% | +2.6% | +16.3% | +17.9% |
| 6M | -11.0% | -17.5% | +6.6% | -3.3% |
| YTD | -29.9% | -5.3% | -24.6% | -28.5% |
| 1Y | -44.3% | -14.8% | -29.6% | -40.7% |
| 3Y | +51.7% | +18.8% | +32.8% | +30.1% |
| All | +16.1% | +19.5% | -3.3% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling