+2,521.4%
PWR vs GWRE
+131.0%
+2,390.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.6% | +5.0% |
| 7D | +4.2% | -13.2% | +17.4% | +6.9% |
| 30D | -4.0% | -18.6% | +14.5% | -1.3% |
| 3M | -4.8% | +18.9% | -23.7% | -11.4% |
| 6M | +14.6% | -11.0% | +25.6% | +12.2% |
| YTD | +54.2% | -29.9% | +84.1% | +60.4% |
| 1Y | +67.1% | -44.3% | +111.5% | +86.0% |
| 3Y | +218.5% | +51.7% | +166.8% | +149.5% |
| 5Y | +466.3% | +15.4% | +450.8% | +372.5% |
| All | +2,521.4% | +131.0% | +2,390.5% | +1,630.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling