+1,285.8%
WDC vs GWRE
+50.1%
+1,235.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.0% |
| 7D | -4.3% | -13.2% | +8.9% | -4.8% |
| 30D | -1.5% | -18.6% | +17.1% | -2.4% |
| 3M | -15.5% | +18.9% | -34.4% | -17.9% |
| 6M | +66.5% | -11.0% | +77.4% | +68.2% |
| YTD | +159.9% | -29.9% | +189.8% | +178.7% |
| 1Y | +366.0% | -44.3% | +410.3% | +431.5% |
| 3Y | +1,285.8% | +51.7% | +1,234.2% | +1,056.2% |
| All | +1,285.8% | +50.1% | +1,235.7% | +1,056.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling