+723.1%
GWRE vs WTW
+298.4%
+424.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -13.2% | -5.7% | -7.5% | -10.8% |
| 30D | -18.6% | -7.3% | -11.3% | -15.5% |
| 3M | +18.9% | +21.5% | -2.6% | +9.4% |
| 6M | -11.0% | +9.6% | -20.6% | -14.7% |
| YTD | -29.9% | -3.3% | -26.6% | -29.5% |
| 1Y | -44.3% | -6.1% | -38.2% | -43.5% |
| 3Y | +51.7% | +61.8% | -10.2% | +17.6% |
| 5Y | +15.4% | +42.7% | -27.2% | -6.1% |
| 10Y | +129.4% | +197.2% | -67.8% | +24.7% |
| All | +723.1% | +298.4% | +424.8% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling