+201.1%
WELL vs GWRE
+15.1%
+186.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -0.2% | -13.2% | +13.0% | +1.0% |
| 30D | +2.3% | -18.6% | +20.9% | +3.9% |
| 3M | +12.3% | +18.9% | -6.6% | +9.7% |
| 6M | +15.6% | -11.0% | +26.5% | +15.5% |
| YTD | +28.3% | -29.9% | +58.2% | +32.6% |
| 1Y | +41.9% | -44.3% | +86.3% | +52.1% |
| 3Y | +198.3% | +51.7% | +146.7% | +157.4% |
| All | +201.1% | +15.1% | +186.0% | +160.4% |
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 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