+1,859.0%
GWW vs STLA
+152.6%
+1,706.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.2% | +2.0% |
| 7D | +3.7% | -13.1% | +16.8% | +5.9% |
| 30D | +13.6% | -13.3% | +26.9% | +15.8% |
| 3M | +15.4% | -27.9% | +43.2% | +20.6% |
| 6M | +21.8% | -47.8% | +69.6% | +33.5% |
| YTD | +50.0% | -64.6% | +114.6% | +73.1% |
| 1Y | +60.2% | -64.0% | +124.2% | +84.1% |
| 3Y | +94.4% | -76.8% | +171.2% | +133.7% |
| 5Y | +221.8% | -74.2% | +296.0% | +273.0% |
| 10Y | +665.8% | -5.4% | +671.1% | +636.9% |
| All | +1,859.0% | +152.6% | +1,706.4% | +1,703.5% |
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 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