+890.9%
WM vs GWRE
+855.3%
+35.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.6% |
| 3M | +8.3% | -7.6% | +15.9% | +8.6% |
| 6M | +13.1% | +21.8% | -8.7% | +8.8% |
| YTD | +12.5% | -20.4% | +32.9% | +13.5% |
| 1Y | +21.8% | -27.6% | +49.4% | +24.2% |
| 3Y | +48.8% | +75.7% | -26.9% | +31.4% |
| 5Y | +62.1% | +27.8% | +34.3% | +47.6% |
| 10Y | +331.5% | +172.4% | +159.2% | +248.3% |
| All | +890.9% | +855.3% | +35.6% | +629.5% |
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