+165.0%
W vs GWRE
+243.5%
-78.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.8% | +8.4% | +5.5% |
| 7D | +6.5% | -25.6% | +32.0% | +24.8% |
| 30D | -6.2% | -12.2% | +6.0% | -2.3% |
| 3M | +48.9% | +17.7% | +31.2% | +24.0% |
| 6M | +31.2% | -11.3% | +42.5% | +26.6% |
| YTD | -0.4% | -25.5% | +25.1% | +6.5% |
| 1Y | +14.8% | -42.8% | +57.7% | +48.6% |
| 3Y | +40.5% | +59.0% | -18.5% | -26.6% |
| 5Y | -62.1% | +21.6% | -83.7% | -75.8% |
| 10Y | +141.5% | +139.2% | +2.3% | +5.4% |
| All | +165.0% | +243.5% | -78.4% | +8.6% |
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