+135.9%
WMT vs GWRE
+15.1%
+120.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.3% |
| 7D | 0.0% | -13.2% | +13.2% | +0.9% |
| 30D | -7.4% | -18.6% | +11.2% | -6.4% |
| 3M | -10.9% | +18.9% | -29.8% | -12.1% |
| 6M | -12.7% | -11.0% | -1.7% | -12.6% |
| YTD | -3.2% | -29.9% | +26.7% | -0.9% |
| 1Y | +5.3% | -44.3% | +49.6% | +10.4% |
| 3Y | +101.9% | +51.7% | +50.2% | +88.5% |
| All | +135.9% | +15.1% | +120.8% | +118.4% |
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