+746.0%
ON vs GWRE
+741.3%
+4.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.3% |
| 7D | +2.4% | -13.2% | +15.6% | +7.9% |
| 30D | -8.6% | -18.6% | +10.0% | -3.3% |
| 3M | -34.3% | +18.9% | -53.2% | -42.8% |
| 6M | +28.5% | -11.0% | +39.5% | +22.2% |
| YTD | +40.6% | -29.9% | +70.5% | +46.8% |
| 1Y | +55.3% | -44.3% | +99.7% | +80.7% |
| 3Y | -22.2% | +51.7% | -73.9% | -48.2% |
| 5Y | +62.4% | +15.4% | +46.9% | +20.3% |
| 10Y | +642.1% | +129.4% | +512.7% | +322.1% |
| All | +746.0% | +741.3% | +4.7% | +286.0% |
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 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