+2.7%
ECL vs GWRE
-25.4%
+28.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -19.9% | +20.0% | +0.3% |
| 7D | -2.6% | -21.1% | +18.5% | -2.4% |
| 30D | -2.2% | +1.3% | -3.5% | -2.3% |
| 3M | +10.1% | +7.4% | +2.7% | +9.4% |
| 6M | -5.7% | +5.6% | -11.3% | -5.9% |
| YTD | +7.0% | -19.2% | +26.2% | +8.3% |
| 1Y | +2.7% | -25.1% | +27.8% | +5.1% |
| All | +2.7% | -25.4% | +28.1% | +5.1% |
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 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