+46.7%
WAB vs GWRE
-25.4%
+72.1%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -19.9% | +20.7% | -1.1% |
| 7D | -3.2% | -21.1% | +17.9% | -5.0% |
| 30D | -4.4% | +1.3% | -5.7% | -3.8% |
| 3M | +7.9% | +7.4% | +0.4% | +10.4% |
| 6M | +8.7% | +5.6% | +3.1% | +12.2% |
| YTD | +33.0% | -19.2% | +52.2% | +38.4% |
| 1Y | +46.7% | -25.1% | +71.8% | +52.7% |
| All | +46.7% | -25.4% | +72.1% | +52.7% |
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