-40.4%
WU vs GWRE
+131.0%
-171.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -3.5% | -13.2% | +9.8% | -0.8% |
| 30D | -2.9% | -18.6% | +15.6% | +0.2% |
| 3M | -2.3% | +18.9% | -21.2% | -6.8% |
| 6M | -25.4% | -11.0% | -14.4% | -25.4% |
| YTD | -21.2% | -29.9% | +8.7% | -17.7% |
| 1Y | -8.9% | -44.3% | +35.5% | -0.3% |
| 3Y | -29.0% | +51.7% | -80.6% | -41.2% |
| 5Y | -50.7% | +15.4% | -66.2% | -57.4% |
| All | -40.4% | +131.0% | -171.3% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling