+1,702.9%
WSM vs GWRE
+741.3%
+961.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.5% | -13.2% | +12.7% | +3.1% |
| 30D | -7.7% | -18.6% | +10.9% | -3.9% |
| 3M | +3.8% | +18.9% | -15.1% | -3.4% |
| 6M | +22.7% | -11.0% | +33.6% | +21.2% |
| YTD | +28.0% | -29.9% | +57.9% | +34.3% |
| 1Y | +12.7% | -44.3% | +57.1% | +26.6% |
| 3Y | +231.3% | +51.7% | +179.6% | +160.6% |
| 5Y | +177.2% | +15.4% | +161.7% | +129.5% |
| 10Y | +1,065.8% | +129.4% | +936.3% | +691.1% |
| All | +1,702.9% | +741.3% | +961.6% | +953.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling