-14.0%
META vs GWRE
-45.4%
+31.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | +5.5% | -30.9% | +36.5% | +7.0% |
| 30D | +7.6% | -20.7% | +28.3% | +8.2% |
| 3M | +13.0% | +20.2% | -7.2% | +12.2% |
| 6M | -1.3% | -11.9% | +10.5% | -2.0% |
| YTD | -2.2% | -30.3% | +28.1% | +1.0% |
| 1Y | -14.0% | -44.6% | +30.6% | -6.8% |
| All | -14.0% | -45.4% | +31.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling