+84.1%
WDC vs GWRE
-14.5%
+98.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | -1.0% |
| 7D | +7.5% | -26.2% | +33.7% | -3.6% |
| 30D | +10.1% | -17.8% | +27.8% | +4.1% |
| 3M | -6.8% | +14.2% | -21.1% | +3.6% |
| 6M | +84.1% | -12.9% | +97.0% | +109.4% |
| All | +84.1% | -14.5% | +98.6% | +109.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling