+4.5%
NWSA vs GWRE
-25.4%
+29.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -19.9% | +18.1% | +0.9% |
| 7D | -1.9% | -21.1% | +19.2% | +1.0% |
| 30D | +4.6% | +1.3% | +3.3% | +3.8% |
| 3M | +13.2% | +7.4% | +5.8% | +10.7% |
| 6M | +27.0% | +5.6% | +21.4% | +24.1% |
| YTD | +16.8% | -19.2% | +36.0% | +16.0% |
| 1Y | +4.5% | -25.1% | +29.7% | +5.0% |
| All | +4.5% | -25.4% | +29.9% | +5.0% |
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