+134.8%
BWA vs GWRE
+736.4%
-601.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -0.1% | -30.9% | +30.9% | +7.0% |
| 30D | -5.5% | -20.7% | +15.2% | -2.0% |
| 3M | -7.6% | +20.2% | -27.8% | -13.5% |
| 6M | +25.0% | -11.9% | +36.8% | +23.3% |
| YTD | +47.0% | -30.3% | +77.3% | +52.6% |
| 1Y | +54.0% | -44.6% | +98.6% | +69.5% |
| 3Y | +70.7% | +48.8% | +21.9% | +37.0% |
| 5Y | +86.7% | +14.8% | +71.9% | +56.5% |
| 10Y | +154.0% | +128.1% | +25.9% | +66.4% |
| All | +134.8% | +736.4% | -601.5% | +24.8% |
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 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