+734.8%
WAB vs GWRE
+736.4%
-1.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -0.2% | -30.9% | +30.7% | +6.7% |
| 30D | -5.9% | -20.7% | +14.8% | -2.4% |
| 3M | +9.4% | +20.2% | -10.8% | +2.8% |
| 6M | +13.8% | -11.9% | +25.7% | +12.6% |
| YTD | +31.8% | -30.3% | +62.1% | +36.8% |
| 1Y | +48.5% | -44.6% | +93.2% | +63.1% |
| 3Y | +167.0% | +48.8% | +118.2% | +118.9% |
| 5Y | +222.3% | +14.8% | +207.6% | +175.7% |
| 10Y | +289.6% | +128.1% | +161.6% | +169.7% |
| All | +734.8% | +736.4% | -1.5% | +344.4% |
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