-2.6%
SW vs GWRE
+27.5%
-30.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.5% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | +6.8% | -1.6% | +8.3% | +6.8% |
| 3M | -5.2% | +0.9% | -6.1% | -6.3% |
| 6M | +7.4% | +23.1% | -15.7% | +2.5% |
| YTD | +17.4% | -19.7% | +37.1% | +18.9% |
| 1Y | +27.1% | -25.0% | +52.1% | +30.2% |
| 3Y | +47.9% | +78.7% | -30.9% | +29.8% |
| All | -2.6% | +27.5% | -30.1% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling