+1,700.9%
WST vs GWRE
+793.8%
+907.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.2% | +1.1% |
| 7D | -0.3% | -25.6% | +25.3% | +5.6% |
| 30D | -4.6% | -12.2% | +7.6% | -2.8% |
| 3M | +5.7% | +17.7% | -12.0% | -0.3% |
| 6M | +37.6% | -11.3% | +48.9% | +36.6% |
| YTD | +23.0% | -25.5% | +48.6% | +26.8% |
| 1Y | +33.8% | -42.8% | +76.7% | +47.1% |
| 3Y | -13.4% | +59.0% | -72.4% | -30.4% |
| 5Y | -27.0% | +21.6% | -48.5% | -39.0% |
| 10Y | +324.5% | +139.2% | +185.3% | +194.5% |
| All | +1,700.9% | +793.8% | +907.1% | +987.0% |
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 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