+52.4%
ECL vs GWRE
+49.2%
+3.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -2.6% | -30.9% | +28.3% | -0.6% |
| 30D | -4.6% | -20.7% | +16.1% | -3.5% |
| 3M | +6.0% | +20.2% | -14.2% | +4.4% |
| 6M | -3.0% | -11.9% | +8.9% | -2.8% |
| YTD | +4.0% | -30.3% | +34.3% | +6.8% |
| 1Y | +2.0% | -44.6% | +46.6% | +7.6% |
| All | +52.4% | +49.2% | +3.2% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling