+676.8%
GWW vs STZ
+12.6%
+664.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +13.6% | +14.7% | -1.1% | +8.6% |
| 3M | +15.4% | +8.8% | +6.6% | +11.9% |
| 6M | +21.8% | +3.1% | +18.7% | +19.7% |
| YTD | +50.0% | +7.9% | +42.2% | +43.9% |
| 1Y | +60.2% | +14.2% | +46.1% | +50.6% |
| 3Y | +94.4% | -35.2% | +129.6% | +117.4% |
| 5Y | +221.8% | -29.6% | +251.4% | +244.6% |
| All | +676.8% | +12.6% | +664.2% | +633.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling