+92.9%
GWW vs STLA
-75.4%
+168.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.3% |
| 7D | 0.0% | -11.6% | +11.6% | +1.4% |
| 30D | +14.0% | -6.2% | +20.1% | +14.6% |
| 3M | +14.4% | -24.6% | +39.0% | +17.8% |
| 6M | +21.7% | -44.9% | +66.6% | +30.1% |
| YTD | +48.4% | -62.3% | +110.7% | +65.6% |
| 1Y | +58.4% | -61.8% | +120.2% | +76.1% |
| All | +92.9% | -75.4% | +168.3% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling