+57.1%
GWW vs STZ
+14.7%
+42.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.3% | +1.2% | +5.7% |
| 7D | +11.1% | +13.0% | -1.9% | +9.1% |
| 30D | +15.7% | +29.4% | -13.7% | +11.4% |
| 3M | +14.8% | +11.6% | +3.2% | +12.9% |
| 6M | +30.9% | -0.2% | +31.1% | +30.8% |
| YTD | +48.5% | +8.6% | +39.9% | +41.3% |
| 1Y | +57.1% | +15.9% | +41.2% | +45.7% |
| All | +57.1% | +14.7% | +42.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling