+221.8%
GWW vs STZ
-29.2%
+251.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.9% |
| 3M | +15.4% | +8.8% | +6.6% | +12.9% |
| 6M | +21.8% | +3.1% | +18.7% | +20.4% |
| YTD | +50.0% | +7.9% | +42.2% | +45.4% |
| 1Y | +60.2% | +14.2% | +46.1% | +52.8% |
| 3Y | +94.4% | -35.2% | +129.6% | +112.4% |
| 5Y | +221.8% | -29.6% | +251.4% | +230.2% |
| All | +221.8% | -29.2% | +251.0% | +230.2% |
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