+561.8%
GWW vs STLA
+55.1%
+506.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.2% |
| 7D | -3.4% | -2.9% | -0.5% | -2.7% |
| 30D | -1.9% | +0.9% | -2.8% | -2.3% |
| 3M | -2.4% | -21.6% | +19.2% | +2.5% |
| 6M | +15.7% | -21.6% | +37.3% | +20.9% |
| YTD | +27.6% | -50.4% | +78.0% | +46.3% |
| 1Y | +27.2% | -43.6% | +70.8% | +40.1% |
| 3Y | +89.7% | -66.4% | +156.1% | +128.6% |
| 5Y | +223.9% | -62.3% | +286.2% | +266.9% |
| All | +561.8% | +55.1% | +506.7% | +390.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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