-6.1%
BBWI vs GWRE
+749.2%
-755.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.0% | -1.3% | -5.1% |
| 7D | -4.4% | -26.2% | +21.8% | +2.0% |
| 30D | -7.4% | -17.8% | +10.4% | -3.9% |
| 3M | -2.2% | +14.2% | -16.5% | -7.2% |
| 6M | -16.3% | -12.9% | -3.4% | -16.5% |
| YTD | -9.1% | -29.2% | +20.1% | -5.0% |
| 1Y | -34.5% | -44.4% | +9.9% | -26.9% |
| 3Y | -47.0% | +51.1% | -98.0% | -57.3% |
| 5Y | -68.8% | +16.5% | -85.4% | -73.9% |
| 10Y | -57.4% | +131.6% | -188.9% | -69.8% |
| All | -6.1% | +749.2% | -755.3% | -41.1% |
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