+51.6%
WM vs GWRE
+15.9%
+35.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | -0.3% |
| 7D | -1.2% | -26.2% | +25.0% | +0.7% |
| 30D | -4.5% | -17.8% | +13.3% | -3.4% |
| 3M | -2.2% | +14.2% | -16.4% | -3.5% |
| 6M | -11.5% | -12.9% | +1.4% | -11.4% |
| YTD | -0.7% | -29.2% | +28.6% | +0.9% |
| 1Y | +0.3% | -44.4% | +44.8% | +3.7% |
| 3Y | +44.2% | +51.1% | -6.9% | +34.4% |
| 5Y | +51.6% | +16.5% | +35.1% | +48.4% |
| All | +51.6% | +15.9% | +35.7% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling