+330.8%
WM vs GWRE
+170.6%
+160.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | +1.2% | -4.4% | +5.6% | +1.7% |
| 30D | +15.2% | -3.5% | +18.7% | +15.7% |
| 3M | +8.3% | -7.6% | +15.9% | +8.6% |
| 6M | +13.1% | +21.8% | -8.7% | +8.5% |
| YTD | +12.5% | -20.4% | +32.9% | +13.7% |
| 1Y | +21.8% | -27.6% | +49.4% | +24.7% |
| 3Y | +48.8% | +75.7% | -26.9% | +28.0% |
| 5Y | +62.1% | +27.8% | +34.3% | +46.6% |
| All | +330.8% | +170.6% | +160.2% | +235.7% |
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