+9,245.4%
GWW vs STZ
+10,953.7%
-1,708.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.4% |
| 3M | +15.4% | +8.8% | +6.6% | +13.2% |
| 6M | +21.8% | +3.1% | +18.7% | +20.5% |
| YTD | +50.0% | +7.9% | +42.2% | +46.5% |
| 1Y | +60.2% | +14.2% | +46.1% | +54.6% |
| 3Y | +94.4% | -35.2% | +129.6% | +107.6% |
| 5Y | +221.8% | -29.6% | +251.4% | +236.9% |
| 10Y | +665.8% | +12.2% | +653.6% | +620.8% |
| All | +9,245.4% | +10,953.7% | -1,708.4% | +4,600.5% |
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 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