+345.5%
WFC vs GWRE
+736.4%
-390.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +0.3% | -30.9% | +31.2% | +6.7% |
| 30D | +2.3% | -20.7% | +23.0% | +5.8% |
| 3M | +9.8% | +20.2% | -10.4% | +3.9% |
| 6M | +15.6% | -11.9% | +27.4% | +14.7% |
| YTD | -2.4% | -30.3% | +27.9% | +1.2% |
| 1Y | +13.8% | -44.6% | +58.5% | +23.9% |
| 3Y | +134.6% | +48.8% | +85.8% | +97.1% |
| 5Y | +127.9% | +14.8% | +113.2% | +98.5% |
| 10Y | +141.8% | +128.1% | +13.7% | +76.0% |
| All | +345.5% | +736.4% | -390.9% | +166.0% |
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 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