+55.9%
BWA vs GWRE
-25.4%
+81.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -19.9% | +22.7% | +0.9% |
| 7D | +5.7% | -21.1% | +26.8% | +3.6% |
| 30D | +1.4% | +1.3% | +0.1% | +1.7% |
| 3M | -12.1% | +7.4% | -19.5% | -10.8% |
| 6M | +28.6% | +5.6% | +22.9% | +32.0% |
| YTD | +51.1% | -19.2% | +70.3% | +58.7% |
| 1Y | +55.9% | -25.1% | +81.0% | +65.0% |
| All | +55.9% | -25.4% | +81.3% | +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 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