-8.5%
WCN vs GWRE
-25.4%
+16.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -19.9% | +18.8% | 0.0% |
| 7D | -0.6% | -21.1% | +20.5% | +0.6% |
| 30D | +0.4% | +1.3% | -0.9% | +0.2% |
| 3M | +7.3% | +7.4% | -0.1% | +6.1% |
| 6M | -2.5% | +5.6% | -8.1% | -3.4% |
| YTD | -5.4% | -19.2% | +13.8% | -6.7% |
| 1Y | -8.5% | -25.1% | +16.7% | -9.2% |
| All | -8.5% | -25.4% | +16.9% | -9.2% |
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 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