+785.0%
WM vs GWRE
+869.7%
-84.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -19.9% | +18.7% | +1.1% |
| 7D | -0.3% | -21.1% | +20.8% | +2.2% |
| 30D | -2.4% | +1.3% | -3.7% | -3.0% |
| 3M | +0.4% | +7.4% | -7.0% | -1.3% |
| 6M | -9.5% | +5.6% | -15.1% | -11.5% |
| YTD | +0.5% | -19.2% | +19.7% | +1.4% |
| 1Y | -1.1% | -25.1% | +24.1% | +0.4% |
| 3Y | +46.0% | +87.7% | -41.7% | +27.8% |
| 5Y | +51.8% | +32.0% | +19.8% | +37.9% |
| 10Y | +307.5% | +157.8% | +149.7% | +231.6% |
| All | +785.0% | +869.7% | -84.7% | +552.2% |
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