+774.5%
GWRE vs BUD
+81.7%
+692.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.1% | -7.6% |
| 7D | -25.6% | +0.8% | -26.3% | -25.7% |
| 30D | -12.2% | -4.8% | -7.4% | -10.8% |
| 3M | +17.7% | +1.4% | +16.3% | +17.1% |
| 6M | -11.3% | +9.9% | -21.2% | -14.7% |
| YTD | -25.5% | +26.3% | -51.9% | -32.0% |
| 1Y | -42.8% | +36.1% | -79.0% | -49.2% |
| 3Y | +59.0% | +48.6% | +10.4% | +34.3% |
| 5Y | +21.6% | +45.0% | -23.4% | +1.8% |
| 10Y | +139.2% | -23.1% | +162.3% | +148.0% |
| All | +774.5% | +81.7% | +692.8% | +491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling