+149.3%
BWA vs GWRE
+131.0%
+18.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -1.3% | -13.2% | +11.9% | +1.0% |
| 30D | -2.9% | -18.6% | +15.6% | -0.5% |
| 3M | -10.7% | +18.9% | -29.6% | -15.5% |
| 6M | +26.5% | -11.0% | +37.4% | +24.9% |
| YTD | +49.1% | -29.9% | +79.0% | +55.0% |
| 1Y | +52.1% | -44.3% | +96.4% | +67.3% |
| 3Y | +72.6% | +51.7% | +20.9% | +37.5% |
| 5Y | +89.4% | +15.4% | +74.0% | +58.5% |
| All | +149.3% | +131.0% | +18.4% | +68.8% |
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