+349.8%
WELL vs GWRE
+131.0%
+218.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -0.2% | -13.2% | +13.0% | +2.2% |
| 30D | +2.3% | -18.6% | +20.9% | +5.3% |
| 3M | +12.3% | +18.9% | -6.6% | +7.2% |
| 6M | +15.6% | -11.0% | +26.5% | +14.8% |
| YTD | +28.3% | -29.9% | +58.2% | +33.7% |
| 1Y | +41.9% | -44.3% | +86.3% | +55.7% |
| 3Y | +198.3% | +51.7% | +146.7% | +142.4% |
| 5Y | +206.4% | +15.4% | +191.0% | +162.7% |
| All | +349.8% | +131.0% | +218.8% | +247.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling