+1,623.8%
GWW vs STLA
+263.8%
+1,360.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +1.4% | +2.6% | -1.2% | +1.0% |
| 30D | +3.3% | -1.2% | +4.5% | +3.3% |
| 3M | +2.9% | -24.8% | +27.7% | +7.2% |
| 6M | +15.8% | -25.6% | +41.4% | +20.4% |
| YTD | +32.0% | -48.9% | +81.0% | +44.6% |
| 1Y | +29.9% | -38.8% | +68.7% | +37.3% |
| 3Y | +91.1% | -64.5% | +155.6% | +115.5% |
| 5Y | +223.9% | -62.4% | +286.4% | +255.5% |
| 10Y | +567.0% | +55.4% | +511.6% | +502.5% |
| All | +1,623.8% | +263.8% | +1,360.0% | +1,406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling