-24.0%
GWRE vs WTW
+5.5%
-29.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.8% |
| 7D | +4.5% | +4.9% | -0.4% | +1.7% |
| 30D | +1.7% | +15.3% | -13.5% | -6.1% |
| 3M | +4.4% | -0.1% | +4.5% | +4.4% |
| 6M | +19.5% | +30.6% | -11.1% | +5.6% |
| YTD | -16.7% | +3.5% | -20.2% | -22.9% |
| 1Y | -24.0% | +5.5% | -29.5% | -30.2% |
| All | -24.0% | +5.5% | -29.6% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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