-25.1%
GWRE vs BUD
+36.8%
-62.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | +0.2% | -20.1% | -19.9% |
| 7D | -21.1% | +0.3% | -21.4% | -21.1% |
| 30D | +1.3% | -5.7% | +7.0% | -0.4% |
| 3M | +7.4% | +3.1% | +4.3% | +8.7% |
| 6M | +5.6% | +7.9% | -2.3% | +7.5% |
| YTD | -19.2% | +27.3% | -46.5% | -21.2% |
| 1Y | -25.1% | +37.8% | -63.0% | -31.7% |
| All | -25.1% | +36.8% | -62.0% | -31.7% |
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