+395.7%
WEC vs GWRE
+736.4%
-340.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.7% |
| 7D | -1.3% | -30.9% | +29.7% | +0.3% |
| 30D | -0.4% | -20.7% | +20.3% | +0.5% |
| 3M | -6.8% | +20.2% | -26.9% | -7.9% |
| 6M | -6.4% | -11.9% | +5.5% | -6.4% |
| YTD | +2.5% | -30.3% | +32.8% | +3.7% |
| 1Y | -0.4% | -44.6% | +44.2% | +2.1% |
| 3Y | +38.5% | +48.8% | -10.3% | +31.5% |
| 5Y | +31.7% | +14.8% | +16.9% | +25.8% |
| 10Y | +146.6% | +128.1% | +18.5% | +122.4% |
| All | +395.7% | +736.4% | -340.7% | +332.4% |
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 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