+51.7%
GWRE vs WTW
+61.9%
-10.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -13.2% | -5.7% | -7.5% | -11.2% |
| 30D | -18.6% | -7.3% | -11.3% | -16.1% |
| 3M | +18.9% | +21.5% | -2.6% | +12.1% |
| 6M | -11.0% | +9.6% | -20.6% | -14.3% |
| YTD | -29.9% | -3.3% | -26.6% | -30.9% |
| 1Y | -44.3% | -6.1% | -38.2% | -44.8% |
| 3Y | +51.7% | +61.8% | -10.2% | +34.0% |
| All | +51.7% | +61.9% | -10.2% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling