+135.0%
WFC vs GWRE
+50.1%
+84.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +0.4% | -13.2% | +13.6% | +1.1% |
| 30D | +1.5% | -18.6% | +20.1% | +2.3% |
| 3M | +10.2% | +18.9% | -8.7% | +7.9% |
| 6M | +18.8% | -11.0% | +29.7% | +18.5% |
| YTD | -1.5% | -29.9% | +28.4% | +0.8% |
| 1Y | +13.5% | -44.3% | +57.9% | +19.5% |
| 3Y | +135.0% | +51.7% | +83.3% | +107.4% |
| All | +135.0% | +50.1% | +84.9% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling