+9,162.6%
GWW vs STZ
+11,030.9%
-1,868.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +3.6% | +2.6% | +1.0% | +3.0% |
| 30D | +12.1% | +15.2% | -3.1% | +8.9% |
| 3M | +12.9% | +7.6% | +5.3% | +11.0% |
| 6M | +19.3% | +5.3% | +14.0% | +17.6% |
| YTD | +48.7% | +8.6% | +40.1% | +45.0% |
| 1Y | +60.5% | +15.6% | +44.9% | +54.5% |
| 3Y | +93.3% | -35.2% | +128.4% | +106.4% |
| 5Y | +219.0% | -29.1% | +248.1% | +233.5% |
| 10Y | +659.0% | +12.9% | +646.0% | +613.4% |
| All | +9,162.6% | +11,030.9% | -1,868.3% | +4,552.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling