+306.6%
WM vs GWRE
+133.1%
+173.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | 0.0% |
| 7D | -1.2% | -26.2% | +25.0% | +2.3% |
| 30D | -4.5% | -17.8% | +13.3% | -2.6% |
| 3M | -2.2% | +14.2% | -16.4% | -4.8% |
| 6M | -11.5% | -12.9% | +1.4% | -11.4% |
| YTD | -0.7% | -29.2% | +28.6% | +2.1% |
| 1Y | +0.3% | -44.4% | +44.8% | +6.7% |
| 3Y | +44.2% | +51.1% | -6.9% | +26.9% |
| 5Y | +51.6% | +16.5% | +35.1% | +38.5% |
| All | +306.6% | +133.1% | +173.5% | +224.8% |
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