+398.2%
WING vs GWRE
+131.0%
+267.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +5.8% |
| 7D | +7.2% | -13.2% | +20.5% | +12.0% |
| 30D | +4.8% | -18.6% | +23.4% | +10.1% |
| 3M | -23.7% | +18.9% | -42.6% | -30.6% |
| 6M | -43.6% | -11.0% | -32.6% | -44.3% |
| YTD | -50.6% | -29.9% | -20.7% | -47.3% |
| 1Y | -57.0% | -44.3% | -12.7% | -49.9% |
| 3Y | -28.3% | +51.7% | -79.9% | -48.0% |
| 5Y | -32.4% | +15.4% | -47.8% | -47.8% |
| All | +398.2% | +131.0% | +267.2% | +222.4% |
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 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