-65.6%
XE vs GWRE
+29.2%
-94.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +5.9% | -14.4% | -8.2% |
| 7D | -12.9% | +2.2% | -15.1% | -12.7% |
| 30D | -30.3% | +4.5% | -34.8% | -30.2% |
| 3M | -45.9% | +6.4% | -52.3% | -45.7% |
| 6M | -66.2% | +18.8% | -85.1% | -66.0% |
| All | -65.6% | +29.2% | -94.8% | -64.0% |
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