+32.4%
PWR vs GWRE
-24.5%
+56.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +5.9% | -17.6% | -10.3% |
| 7D | -4.4% | +2.2% | -6.6% | -3.5% |
| 30D | -15.1% | +4.5% | -19.6% | -13.8% |
| 3M | -16.2% | +6.4% | -22.7% | -13.3% |
| 6M | -23.3% | +18.8% | -42.2% | -16.9% |
| YTD | +37.6% | -15.1% | +52.7% | +51.7% |
| 1Y | +32.4% | -23.4% | +55.8% | +51.8% |
| All | +32.4% | -24.5% | +56.9% | +51.8% |
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 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