+179.3%
WSM vs GWRE
+15.1%
+164.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.5% | -13.2% | +12.7% | +3.0% |
| 30D | -7.7% | -18.6% | +10.9% | -4.2% |
| 3M | +3.8% | +18.9% | -15.1% | -4.0% |
| 6M | +22.7% | -11.0% | +33.6% | +21.2% |
| YTD | +28.0% | -29.9% | +57.9% | +36.3% |
| 1Y | +12.7% | -44.3% | +57.1% | +30.9% |
| 3Y | +231.3% | +51.7% | +179.6% | +122.3% |
| All | +179.3% | +15.1% | +164.2% | +107.6% |
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