+87.0%
WY vs GWRE
+741.3%
-654.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -4.2% | -13.2% | +9.1% | -1.2% |
| 30D | -10.1% | -18.6% | +8.5% | -6.9% |
| 3M | -8.5% | +18.9% | -27.4% | -13.8% |
| 6M | -3.3% | -11.0% | +7.6% | -4.3% |
| YTD | -4.4% | -29.9% | +25.5% | -0.2% |
| 1Y | -11.5% | -44.3% | +32.9% | -2.1% |
| 3Y | -24.3% | +51.7% | -76.0% | -39.2% |
| 5Y | -21.3% | +15.4% | -36.8% | -33.9% |
| 10Y | +7.0% | +129.4% | -122.4% | -24.2% |
| All | +87.0% | +741.3% | -654.3% | +13.2% |
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 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