+3.4%
UUUU vs GWRE
-44.7%
+48.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.0% |
| 7D | -10.5% | -13.2% | +2.7% | -11.0% |
| 30D | -10.5% | -18.6% | +8.1% | -11.1% |
| 3M | -14.1% | +18.9% | -33.0% | -13.7% |
| 6M | -35.5% | -11.0% | -24.5% | -35.3% |
| YTD | -10.9% | -29.9% | +19.0% | -7.4% |
| 1Y | +3.4% | -44.3% | +47.7% | +20.2% |
| All | +3.4% | -44.7% | +48.0% | +20.2% |
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