+183.3%
SW vs GWRE
+177.2%
+6.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | +7.0% | -3.9% | +10.9% | +7.3% |
| 3M | -7.6% | -5.7% | -2.0% | -7.7% |
| 6M | +8.5% | +16.2% | -7.6% | +5.3% |
| YTD | +17.7% | -20.0% | +37.6% | +18.5% |
| 1Y | +27.1% | -26.2% | +53.3% | +29.2% |
| 3Y | +48.2% | +79.5% | -31.3% | +35.8% |
| 5Y | -2.3% | +25.8% | -28.2% | -10.2% |
| 10Y | +183.3% | +173.0% | +10.3% | +150.0% |
| All | +183.3% | +177.2% | +6.2% | +150.0% |
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