-2.5%
VTRS vs GWRE
+741.3%
-743.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -2.2% | -13.2% | +11.0% | +0.6% |
| 30D | +3.3% | -18.6% | +21.9% | +6.7% |
| 3M | +2.0% | +18.9% | -16.9% | -3.3% |
| 6M | +19.9% | -11.0% | +30.9% | +19.1% |
| YTD | +35.7% | -29.9% | +65.6% | +41.3% |
| 1Y | +68.1% | -44.3% | +112.4% | +84.2% |
| 3Y | +87.1% | +51.7% | +35.4% | +53.7% |
| 5Y | +47.6% | +15.4% | +32.2% | +26.5% |
| 10Y | -48.2% | +129.4% | -177.6% | -63.8% |
| All | -2.5% | +741.3% | -743.8% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling