-52.6%
STLA vs GWRE
-24.5%
-28.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.9% | -2.2% | +3.6% |
| 7D | -0.6% | +2.2% | -2.9% | -0.8% |
| 30D | +3.6% | +4.5% | -1.0% | +3.3% |
| 3M | -20.6% | +6.4% | -27.1% | -20.9% |
| 6M | -34.3% | +18.8% | -53.2% | -33.5% |
| YTD | -57.3% | -15.1% | -42.2% | -56.8% |
| 1Y | -52.6% | -23.4% | -29.2% | -46.8% |
| All | -52.6% | -24.5% | -28.1% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling