+222.6%
GWW vs STZ
-38.0%
+260.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.5% | -6.0% | +5.6% | +1.0% |
| 30D | -1.4% | -8.9% | +7.4% | +0.7% |
| 3M | -3.6% | -12.6% | +8.9% | -0.8% |
| 6M | +15.1% | -17.2% | +32.3% | +19.8% |
| YTD | +27.5% | -10.0% | +37.5% | +29.1% |
| 1Y | +29.6% | -14.3% | +43.9% | +32.8% |
| 3Y | +90.1% | -49.9% | +140.0% | +124.2% |
| 5Y | +222.6% | -38.2% | +260.8% | +245.3% |
| All | +222.6% | -38.0% | +260.6% | +245.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling