+126.9%
GWRE vs BUD
-22.3%
+149.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.4% |
| 7D | -13.2% | -2.6% | -10.6% | -12.6% |
| 30D | -18.6% | -1.2% | -17.4% | -18.2% |
| 3M | +18.9% | -4.9% | +23.8% | +20.4% |
| 6M | -11.0% | +9.3% | -20.2% | -13.6% |
| YTD | -29.9% | +24.0% | -53.9% | -34.8% |
| 1Y | -44.3% | +34.5% | -78.9% | -49.5% |
| 3Y | +51.7% | +43.7% | +8.0% | +32.8% |
| 5Y | +15.4% | +46.0% | -30.6% | -0.9% |
| All | +126.9% | -22.3% | +149.1% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling