+489.7%
WCC vs GWRE
+736.4%
-246.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | +1.7% | -30.9% | +32.6% | +10.7% |
| 30D | -6.1% | -20.7% | +14.6% | -1.8% |
| 3M | +3.1% | +20.2% | -17.1% | -6.0% |
| 6M | +28.2% | -11.9% | +40.1% | +25.0% |
| YTD | +41.1% | -30.3% | +71.4% | +46.6% |
| 1Y | +61.3% | -44.6% | +105.9% | +80.5% |
| 3Y | +123.6% | +48.8% | +74.8% | +72.7% |
| 5Y | +214.8% | +14.8% | +200.0% | +156.9% |
| 10Y | +513.6% | +128.1% | +385.5% | +310.3% |
| All | +489.7% | +736.4% | -246.7% | +233.6% |
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