-24.3%
WY vs GWRE
+50.1%
-74.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -4.2% | -13.2% | +9.1% | -3.4% |
| 30D | -10.1% | -18.6% | +8.5% | -9.3% |
| 3M | -8.5% | +18.9% | -27.4% | -9.9% |
| 6M | -3.3% | -11.0% | +7.6% | -3.3% |
| YTD | -4.4% | -29.9% | +25.5% | -1.2% |
| 1Y | -11.5% | -44.3% | +32.9% | -5.4% |
| 3Y | -24.3% | +51.7% | -76.0% | -36.2% |
| All | -24.3% | +50.1% | -74.4% | -36.2% |
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