+648.7%
WELL vs GWRE
+749.2%
-100.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | +0.1% |
| 7D | -1.1% | -26.2% | +25.1% | +2.7% |
| 30D | +0.7% | -17.8% | +18.5% | +3.0% |
| 3M | +14.5% | +14.2% | +0.3% | +11.2% |
| 6M | +14.4% | -12.9% | +27.3% | +14.3% |
| YTD | +28.5% | -29.2% | +57.7% | +32.1% |
| 1Y | +41.8% | -44.4% | +86.2% | +51.7% |
| 3Y | +202.8% | +51.1% | +151.7% | +165.1% |
| 5Y | +208.8% | +16.5% | +192.3% | +176.6% |
| 10Y | +356.5% | +131.6% | +224.9% | +274.2% |
| All | +648.7% | +749.2% | -100.5% | +476.5% |
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