+360.5%
WAT vs GWRE
+749.2%
-388.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +1.6% |
| 7D | -1.8% | -26.2% | +24.4% | +4.2% |
| 30D | -1.7% | -17.8% | +16.1% | +1.6% |
| 3M | +9.1% | +14.2% | -5.2% | +3.7% |
| 6M | +32.4% | -12.9% | +45.3% | +32.5% |
| YTD | +6.6% | -29.2% | +35.8% | +11.3% |
| 1Y | +34.7% | -44.4% | +79.1% | +48.9% |
| 3Y | +53.6% | +51.1% | +2.5% | +28.2% |
| 5Y | -4.1% | +16.5% | -20.6% | -17.0% |
| 10Y | +167.9% | +131.6% | +36.3% | +91.4% |
| All | +360.5% | +749.2% | -388.7% | +175.2% |
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