+28.9%
UUUU vs GWRE
-25.4%
+54.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -19.9% | +20.8% | +0.3% |
| 7D | -1.4% | -21.1% | +19.7% | -1.9% |
| 30D | +16.3% | +1.3% | +15.0% | +16.4% |
| 3M | -16.7% | +7.4% | -24.1% | -16.1% |
| 6M | -33.7% | +5.6% | -39.3% | -33.4% |
| YTD | -0.5% | -19.2% | +18.7% | +2.6% |
| 1Y | +28.9% | -25.1% | +54.0% | +35.8% |
| All | +28.9% | -25.4% | +54.3% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling