+410.4%
WING vs GWRE
+177.0%
+233.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.4% |
| 7D | +0.2% | -30.9% | +31.2% | +12.0% |
| 30D | -0.5% | -20.7% | +20.2% | +5.6% |
| 3M | -23.9% | +20.2% | -44.0% | -31.1% |
| 6M | -48.9% | -11.9% | -37.0% | -49.4% |
| YTD | -53.3% | -30.3% | -23.0% | -50.1% |
| 1Y | -60.3% | -44.6% | -15.7% | -53.6% |
| 3Y | -30.1% | +48.8% | -78.9% | -48.8% |
| 5Y | -36.2% | +14.8% | -51.0% | -50.3% |
| 10Y | +375.3% | +128.1% | +247.2% | +181.7% |
| All | +410.4% | +177.0% | +233.5% | +150.6% |
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