-67.0%
BBWI vs GWRE
+15.1%
-82.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +6.3% |
| 7D | -4.8% | -13.2% | +8.4% | -1.5% |
| 30D | +3.5% | -18.6% | +22.1% | +7.5% |
| 3M | -0.3% | +18.9% | -19.2% | -6.9% |
| 6M | -5.4% | -11.0% | +5.6% | -6.4% |
| YTD | -4.7% | -29.9% | +25.2% | +1.2% |
| 1Y | -30.5% | -44.3% | +13.9% | -20.0% |
| 3Y | -44.3% | +51.7% | -96.0% | -61.2% |
| All | -67.0% | +15.1% | -82.1% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling