-56.2%
BBWI vs GWRE
+131.0%
-187.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +6.3% |
| 7D | -4.8% | -13.2% | +8.4% | -1.1% |
| 30D | +3.5% | -18.6% | +22.1% | +8.1% |
| 3M | -0.3% | +18.9% | -19.2% | -7.3% |
| 6M | -5.4% | -11.0% | +5.6% | -6.5% |
| YTD | -4.7% | -29.9% | +25.2% | +0.8% |
| 1Y | -30.5% | -44.3% | +13.9% | -20.6% |
| 3Y | -44.3% | +51.7% | -96.0% | -58.5% |
| 5Y | -66.9% | +15.4% | -82.3% | -73.9% |
| All | -56.2% | +131.0% | -187.2% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling