+424.3%
ECL vs GWRE
+749.2%
-324.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | -1.1% |
| 7D | -2.7% | -26.2% | +23.5% | +2.6% |
| 30D | -4.3% | -17.8% | +13.5% | -1.4% |
| 3M | +3.2% | +14.2% | -11.0% | -1.2% |
| 6M | -2.9% | -12.9% | +10.0% | -3.2% |
| YTD | +4.3% | -29.2% | +33.5% | +8.2% |
| 1Y | +1.6% | -44.4% | +46.1% | +11.5% |
| 3Y | +54.3% | +51.1% | +3.2% | +27.4% |
| 5Y | +26.5% | +16.5% | +10.0% | +8.1% |
| 10Y | +155.6% | +131.6% | +24.0% | +85.7% |
| All | +424.3% | +749.2% | -324.9% | +234.7% |
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