-67.2%
STLA vs GWRE
+49.2%
-116.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -3.8% | -30.9% | +27.1% | -0.7% |
| 30D | -3.1% | -20.7% | +17.6% | -1.4% |
| 3M | -19.6% | +20.2% | -39.8% | -21.2% |
| 6M | -23.5% | -11.9% | -11.6% | -22.7% |
| YTD | -51.5% | -30.3% | -21.2% | -49.3% |
| 1Y | -39.7% | -44.6% | +5.0% | -34.2% |
| All | -67.2% | +49.2% | -116.4% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling