-5.7%
SW vs GWRE
+22.2%
-27.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.8% | +4.4% | -2.4% |
| 7D | -2.6% | -25.6% | +23.0% | +0.9% |
| 30D | -7.5% | -12.2% | +4.7% | -6.5% |
| 3M | +10.3% | +17.7% | -7.4% | +6.7% |
| 6M | +5.4% | -11.3% | +16.8% | +5.6% |
| YTD | +17.9% | -25.5% | +43.4% | +21.0% |
| 1Y | -2.4% | -42.8% | +40.4% | +5.1% |
| 3Y | +28.7% | +59.0% | -30.3% | +14.9% |
| 5Y | -5.7% | +21.6% | -27.3% | -13.0% |
| All | -5.7% | +22.2% | -27.9% | -13.0% |
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 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