-23.4%
GWRE vs BUD
+38.4%
-61.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.1% | +2.8% | +6.0% |
| 7D | +2.2% | +3.3% | -1.1% | +2.3% |
| 30D | +4.5% | +11.8% | -7.3% | +5.9% |
| 3M | +6.4% | -1.1% | +7.5% | +4.1% |
| 6M | +18.8% | +14.9% | +4.0% | +23.7% |
| YTD | -15.1% | +32.6% | -47.7% | -12.9% |
| 1Y | -23.4% | +37.2% | -60.6% | -23.3% |
| All | -23.4% | +38.4% | -61.8% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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