-20.7%
WST vs GWRE
+15.1%
-35.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +1.8% | -13.2% | +15.1% | +4.4% |
| 30D | -1.7% | -18.6% | +16.9% | +1.1% |
| 3M | +4.9% | +18.9% | -14.0% | -0.8% |
| 6M | +45.5% | -11.0% | +56.5% | +44.4% |
| YTD | +26.1% | -29.9% | +56.0% | +32.2% |
| 1Y | +31.7% | -44.3% | +76.0% | +46.3% |
| 3Y | -12.1% | +51.7% | -63.7% | -34.0% |
| All | -20.7% | +15.1% | -35.7% | -37.2% |
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