+163.1%
WWD vs GWRE
+50.1%
+113.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -2.6% | -13.2% | +10.6% | -1.8% |
| 30D | -6.9% | -18.6% | +11.6% | -6.2% |
| 3M | -13.0% | +18.9% | -31.9% | -14.8% |
| 6M | -12.5% | -11.0% | -1.5% | -12.2% |
| YTD | +11.8% | -29.9% | +41.7% | +17.9% |
| 1Y | +41.1% | -44.3% | +85.4% | +56.3% |
| 3Y | +163.1% | +51.7% | +111.4% | +127.2% |
| All | +163.1% | +50.1% | +113.0% | +127.2% |
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 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