+226.2%
WCC vs GWRE
+15.1%
+211.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +1.5% | -13.2% | +14.8% | +4.1% |
| 30D | -2.1% | -18.6% | +16.5% | +0.4% |
| 3M | +3.8% | +18.9% | -15.1% | -4.1% |
| 6M | +35.0% | -11.0% | +45.9% | +32.3% |
| YTD | +46.4% | -29.9% | +76.3% | +54.6% |
| 1Y | +63.0% | -44.3% | +107.3% | +87.3% |
| 3Y | +133.9% | +51.7% | +82.3% | +67.1% |
| All | +226.2% | +15.1% | +211.2% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling