+27.6%
WMB vs GWRE
-44.7%
+72.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -1.0% | -13.2% | +12.2% | -1.9% |
| 30D | -0.4% | -18.6% | +18.1% | -1.4% |
| 3M | +3.2% | +18.9% | -15.7% | +4.4% |
| 6M | +0.1% | -11.0% | +11.0% | +0.6% |
| YTD | +23.9% | -29.9% | +53.8% | +23.8% |
| 1Y | +27.6% | -44.3% | +71.9% | +25.6% |
| All | +27.6% | -44.7% | +72.3% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling