+102.4%
XLP vs GWRE
+129.6%
-27.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.2% |
| 7D | -2.5% | -30.9% | +28.4% | +0.8% |
| 30D | -1.9% | -20.7% | +18.8% | 0.0% |
| 3M | -2.1% | +20.2% | -22.3% | -4.5% |
| 6M | -1.8% | -11.9% | +10.0% | -1.9% |
| YTD | +8.3% | -30.3% | +38.6% | +11.0% |
| 1Y | +6.8% | -44.6% | +51.5% | +12.5% |
| 3Y | +25.7% | +48.8% | -23.1% | +12.9% |
| 5Y | +31.9% | +14.8% | +17.2% | +21.6% |
| All | +102.4% | +129.6% | -27.2% | +65.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling