+0.8%
NOW vs GWRE
+15.9%
-15.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | +0.9% |
| 7D | -4.1% | -26.2% | +22.1% | +14.2% |
| 30D | +2.9% | -17.8% | +20.6% | +14.1% |
| 3M | +22.6% | +14.2% | +8.3% | +8.7% |
| 6M | +7.5% | -12.9% | +20.4% | +14.1% |
| YTD | -14.4% | -29.2% | +14.8% | +2.6% |
| 1Y | -29.8% | -44.4% | +14.6% | -2.8% |
| 3Y | +9.2% | +51.1% | -41.8% | -31.2% |
| 5Y | +0.8% | +16.5% | -15.7% | -20.8% |
| All | +0.8% | +15.9% | -15.1% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling