+48.8%
SW vs GWRE
+73.3%
-24.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.8% |
| 7D | +2.2% | -3.5% | +5.6% | +2.6% |
| 30D | +7.4% | -7.1% | +14.5% | +8.2% |
| 3M | -5.9% | -10.1% | +4.2% | -5.7% |
| 6M | +9.0% | +12.3% | -3.3% | +5.6% |
| YTD | +18.1% | -22.7% | +40.8% | +21.0% |
| 1Y | +28.7% | -28.6% | +57.3% | +33.8% |
| 3Y | +48.8% | +70.7% | -21.9% | +26.7% |
| All | +48.8% | +73.3% | -24.5% | +26.7% |
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