+41.1%
WSM vs GWRE
-24.5%
+65.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.9% | +0.5% | +6.1% |
| 7D | +8.0% | +2.2% | +5.8% | +7.8% |
| 30D | +13.5% | +4.5% | +9.0% | +13.2% |
| 3M | +8.8% | +6.4% | +2.4% | +7.9% |
| 6M | +54.7% | +18.8% | +35.9% | +52.7% |
| YTD | +53.3% | -15.1% | +68.4% | +46.2% |
| 1Y | +41.1% | -23.4% | +64.5% | +37.7% |
| All | +41.1% | -24.5% | +65.6% | +37.7% |
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