+51.5%
WPM vs GWRE
-25.4%
+76.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -19.9% | +18.9% | -0.1% |
| 7D | +1.1% | -21.1% | +22.2% | +2.1% |
| 30D | +26.4% | +1.3% | +25.0% | +26.2% |
| 3M | +20.8% | +7.4% | +13.4% | +20.3% |
| 6M | +1.1% | +5.6% | -4.5% | +1.8% |
| YTD | +32.5% | -19.2% | +51.7% | +37.0% |
| 1Y | +51.5% | -25.1% | +76.7% | +57.8% |
| All | +51.5% | -25.4% | +76.9% | +57.8% |
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