+147.8%
SW vs GWRE
+155.5%
-7.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -19.9% | +21.2% | +3.4% |
| 7D | -5.1% | -21.1% | +16.0% | -3.0% |
| 30D | -4.6% | +1.3% | -5.9% | -5.2% |
| 3M | +9.4% | +7.4% | +1.9% | +7.6% |
| 6M | +3.5% | +5.6% | -2.1% | +1.4% |
| YTD | +22.0% | -19.2% | +41.2% | +23.1% |
| 1Y | +2.2% | -25.1% | +27.4% | +4.0% |
| 3Y | +19.6% | +87.7% | -68.1% | +9.3% |
| 5Y | -2.3% | +32.0% | -34.4% | -10.3% |
| All | +147.8% | +155.5% | -7.7% | +107.6% |
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