+265.4%
WPM vs GWRE
+15.1%
+250.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -0.6% | -13.2% | +12.7% | +1.1% |
| 30D | +14.4% | -18.6% | +33.0% | +16.7% |
| 3M | +37.0% | +18.9% | +18.1% | +32.2% |
| 6M | +4.1% | -11.0% | +15.1% | +4.2% |
| YTD | +31.7% | -29.9% | +61.6% | +36.5% |
| 1Y | +44.2% | -44.3% | +88.5% | +55.2% |
| 3Y | +265.5% | +51.7% | +213.8% | +223.6% |
| All | +265.4% | +15.1% | +250.3% | +229.6% |
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 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