+26.1%
WCN vs GWRE
+15.1%
+11.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -3.1% | -13.2% | +10.1% | -1.7% |
| 30D | -3.4% | -18.6% | +15.2% | -1.6% |
| 3M | +3.0% | +18.9% | -15.9% | +0.3% |
| 6M | -3.8% | -11.0% | +7.2% | -3.8% |
| YTD | -8.3% | -29.9% | +21.6% | -5.9% |
| 1Y | -9.7% | -44.3% | +34.6% | -4.7% |
| 3Y | +17.2% | +51.7% | -34.5% | +3.8% |
| All | +26.1% | +15.1% | +11.0% | +18.9% |
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