+41.2%
NWSA vs GWRE
+15.1%
+26.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -2.8% | -13.2% | +10.4% | +0.5% |
| 30D | +3.0% | -18.6% | +21.6% | +7.2% |
| 3M | +12.3% | +18.9% | -6.6% | +5.7% |
| 6M | +21.9% | -11.0% | +32.8% | +21.5% |
| YTD | +13.6% | -29.9% | +43.5% | +20.3% |
| 1Y | +0.5% | -44.3% | +44.8% | +13.6% |
| 3Y | +43.8% | +51.7% | -7.9% | +9.2% |
| All | +41.2% | +15.1% | +26.2% | +14.8% |
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