+1,941.0%
WDC vs GWRE
+736.4%
+1,204.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.0% |
| 7D | +4.4% | -30.9% | +35.4% | +13.6% |
| 30D | +5.3% | -20.7% | +26.0% | +9.8% |
| 3M | -5.9% | +20.2% | -26.1% | -16.2% |
| 6M | +73.2% | -11.9% | +85.1% | +66.4% |
| YTD | +167.8% | -30.3% | +198.2% | +175.7% |
| 1Y | +386.0% | -44.6% | +430.6% | +441.0% |
| 3Y | +1,309.7% | +48.8% | +1,260.9% | +936.7% |
| 5Y | +957.1% | +14.8% | +942.3% | +728.0% |
| 10Y | +1,246.7% | +128.1% | +1,118.6% | +736.8% |
| All | +1,941.0% | +736.4% | +1,204.6% | +1,097.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling