-12.6%
WST vs GWRE
+49.2%
-61.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | +0.4% | -30.9% | +31.4% | +3.1% |
| 30D | -2.0% | -20.7% | +18.7% | -0.7% |
| 3M | +4.1% | +20.2% | -16.1% | +1.5% |
| 6M | +47.4% | -11.9% | +59.3% | +47.2% |
| YTD | +25.4% | -30.3% | +55.7% | +28.3% |
| 1Y | +35.3% | -44.6% | +79.9% | +42.1% |
| All | -12.6% | +49.2% | -61.8% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling