+19.6%
SW vs GWRE
+88.7%
-69.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -19.9% | +21.2% | +3.3% |
| 7D | -5.1% | -21.1% | +16.0% | -3.1% |
| 30D | -4.6% | +1.3% | -5.9% | -5.3% |
| 3M | +9.4% | +7.4% | +1.9% | +7.5% |
| 6M | +3.5% | +5.6% | -2.1% | +1.6% |
| YTD | +22.0% | -19.2% | +41.2% | +24.1% |
| 1Y | +2.2% | -25.1% | +27.4% | +5.3% |
| All | +19.6% | +88.7% | -69.1% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling