+42.1%
WWD vs GWRE
-25.4%
+67.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -19.9% | +21.0% | -0.7% |
| 7D | +1.3% | -21.1% | +22.4% | -0.7% |
| 30D | -7.2% | +1.3% | -8.5% | -6.6% |
| 3M | -3.8% | +7.4% | -11.3% | -2.4% |
| 6M | -9.9% | +5.6% | -15.5% | -7.8% |
| YTD | +14.8% | -19.2% | +34.0% | +19.9% |
| 1Y | +42.1% | -25.1% | +67.2% | +49.0% |
| All | +42.1% | -25.4% | +67.5% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling