+48.1%
WAB vs GWRE
-44.7%
+92.7%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +0.1% | -13.2% | +13.4% | -1.2% |
| 30D | -4.1% | -18.6% | +14.5% | -5.4% |
| 3M | +8.2% | +18.9% | -10.7% | +11.9% |
| 6M | +15.4% | -11.0% | +26.4% | +18.2% |
| YTD | +33.1% | -29.9% | +63.0% | +40.3% |
| 1Y | +48.1% | -44.3% | +92.4% | +58.1% |
| All | +48.1% | -44.7% | +92.7% | +58.1% |
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