-44.3%
GWRE vs WTW
-3.2%
-41.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -13.2% | -5.7% | -7.5% | -10.7% |
| 30D | -18.6% | -7.3% | -11.3% | -15.5% |
| 3M | +18.9% | +21.5% | -2.6% | +11.0% |
| 6M | -11.0% | +9.6% | -20.6% | -16.1% |
| YTD | -29.9% | -3.3% | -26.6% | -33.3% |
| 1Y | -44.3% | -6.1% | -38.2% | -48.1% |
| All | -44.3% | -3.2% | -41.2% | -48.1% |
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