+2,988.8%
PWR vs GWRE
+741.3%
+2,247.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -4.8% | +18.9% | -23.7% | -11.0% |
| 6M | +14.6% | -11.0% | +25.6% | +12.3% |
| YTD | +54.2% | -29.9% | +84.1% | +59.1% |
| 1Y | +67.1% | -44.3% | +111.5% | +82.8% |
| 3Y | +218.5% | +51.7% | +166.8% | +159.9% |
| 5Y | +466.3% | +15.4% | +450.8% | +383.9% |
| 10Y | +2,520.4% | +129.4% | +2,391.0% | +1,747.9% |
| All | +2,988.8% | +741.3% | +2,247.5% | +1,872.8% |
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 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