+916.1%
WDC vs GWRE
+15.1%
+901.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -4.3% | -13.2% | +8.9% | -2.6% |
| 30D | -1.5% | -18.6% | +17.1% | 0.0% |
| 3M | -15.5% | +18.9% | -34.4% | -22.2% |
| 6M | +66.5% | -11.0% | +77.4% | +63.1% |
| YTD | +159.9% | -29.9% | +189.8% | +174.5% |
| 1Y | +366.0% | -44.3% | +410.3% | +434.3% |
| 3Y | +1,285.8% | +51.7% | +1,234.2% | +878.0% |
| All | +916.1% | +15.1% | +901.0% | +616.2% |
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 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