-59.3%
UUUU vs GWRE
-24.6%
-34.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.9% | -6.3% | -8.4% |
| 7D | -19.9% | +4.5% | -24.5% | -19.6% |
| 30D | -41.5% | +1.7% | -43.2% | -41.5% |
| 3M | -47.0% | +4.4% | -51.4% | -46.7% |
| 6M | -68.7% | +19.5% | -88.2% | -67.8% |
| YTD | -54.7% | -16.7% | -37.9% | -55.1% |
| 1Y | -59.3% | -24.0% | -35.3% | -55.8% |
| All | -59.3% | -24.6% | -34.8% | -55.8% |
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