+669.9%
GWW vs STLA
-4.1%
+674.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | +3.6% | -13.8% | +17.3% | +6.8% |
| 30D | +12.1% | -10.5% | +22.7% | +14.4% |
| 3M | +12.9% | -28.9% | +41.8% | +20.5% |
| 6M | +19.3% | -49.7% | +69.0% | +36.9% |
| YTD | +48.7% | -64.9% | +113.6% | +82.5% |
| 1Y | +60.5% | -64.0% | +124.5% | +95.3% |
| 3Y | +93.3% | -77.4% | +170.7% | +153.6% |
| 5Y | +219.0% | -74.4% | +293.4% | +292.1% |
| All | +669.9% | -4.1% | +674.0% | +587.5% |
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