+177.1%
SW vs GWRE
+167.6%
+9.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -2.9% | -2.0% | -1.0% | -2.7% |
| 30D | +5.0% | -4.1% | +9.1% | +5.3% |
| 3M | -13.7% | -13.4% | -0.3% | -12.9% |
| 6M | +8.0% | +26.0% | -18.0% | +3.9% |
| YTD | +14.0% | -21.3% | +35.2% | +15.0% |
| 1Y | +25.6% | -27.5% | +53.1% | +28.0% |
| 3Y | +40.1% | +72.7% | -32.6% | +28.9% |
| 5Y | -2.6% | +26.4% | -29.0% | -10.5% |
| All | +177.1% | +167.6% | +9.5% | +143.4% |
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