+113.3%
NWSA vs GWRE
+226.3%
-113.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -4.8% | -30.9% | +26.2% | +4.6% |
| 30D | +3.0% | -20.7% | +23.7% | +8.5% |
| 3M | +9.3% | +20.2% | -10.9% | +1.8% |
| 6M | +23.2% | -11.9% | +35.0% | +22.9% |
| YTD | +13.3% | -30.3% | +43.6% | +20.4% |
| 1Y | +2.9% | -44.6% | +47.5% | +16.9% |
| 3Y | +43.3% | +48.8% | -5.5% | +13.4% |
| 5Y | +40.9% | +14.8% | +26.1% | +17.4% |
| 10Y | +148.1% | +128.1% | +20.0% | +59.2% |
| All | +113.3% | +226.3% | -113.0% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling