+89.7%
GWW vs GWRE
+50.1%
+39.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -3.4% | -13.2% | +9.9% | -2.8% |
| 30D | -1.9% | -18.6% | +16.7% | -1.2% |
| 3M | -2.4% | +18.9% | -21.3% | -3.5% |
| 6M | +15.7% | -11.0% | +26.7% | +16.2% |
| YTD | +27.6% | -29.9% | +57.5% | +31.3% |
| 1Y | +27.2% | -44.3% | +71.5% | +34.4% |
| 3Y | +89.7% | +51.7% | +38.0% | +64.5% |
| All | +89.7% | +50.1% | +39.6% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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