+292.2%
WAB vs GWRE
+131.0%
+161.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +0.1% | -13.2% | +13.4% | +2.6% |
| 30D | -4.1% | -18.6% | +14.5% | -1.3% |
| 3M | +8.2% | +18.9% | -10.7% | +2.2% |
| 6M | +15.4% | -11.0% | +26.4% | +14.1% |
| YTD | +33.1% | -29.9% | +63.0% | +38.8% |
| 1Y | +48.1% | -44.3% | +92.4% | +63.8% |
| 3Y | +167.7% | +51.7% | +116.1% | +114.3% |
| 5Y | +225.7% | +15.4% | +210.3% | +176.2% |
| All | +292.2% | +131.0% | +161.3% | +166.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling