+182.3%
SW vs GWRE
+174.7%
+7.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -0.9% |
| 7D | -2.6% | -7.3% | +4.7% | -1.8% |
| 30D | +7.2% | -4.0% | +11.2% | +7.5% |
| 3M | -10.5% | -10.5% | 0.0% | -10.1% |
| 6M | +9.9% | +17.7% | -7.9% | +6.4% |
| YTD | +17.2% | -21.3% | +38.6% | +18.3% |
| 1Y | +26.5% | -28.0% | +54.5% | +29.0% |
| 3Y | +47.7% | +73.6% | -26.0% | +35.7% |
| 5Y | +0.2% | +26.1% | -25.9% | -7.9% |
| 10Y | +182.3% | +169.2% | +13.1% | +149.9% |
| All | +182.3% | +174.7% | +7.6% | +149.9% |
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