-25.1%
GWRE vs VCLT
-0.4%
-24.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | +0.1% | -20.0% | -20.0% |
| 7D | -21.1% | -0.5% | -20.6% | -20.7% |
| 30D | +1.3% | -0.9% | +2.2% | +2.0% |
| 3M | +7.4% | -3.2% | +10.7% | +10.5% |
| 6M | +5.6% | -3.8% | +9.4% | +10.7% |
| YTD | -19.2% | -2.0% | -17.2% | -18.7% |
| 1Y | -25.1% | -0.8% | -24.3% | -31.3% |
| All | -25.1% | -0.4% | -24.7% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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