+154.1%
STLA vs GWRE
+749.2%
-595.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | -0.7% |
| 7D | +0.4% | -26.2% | +26.6% | +6.8% |
| 30D | -5.2% | -17.8% | +12.6% | -1.8% |
| 3M | -24.9% | +14.2% | -39.1% | -28.4% |
| 6M | -25.2% | -12.9% | -12.3% | -25.2% |
| YTD | -51.4% | -29.2% | -22.2% | -49.2% |
| 1Y | -40.7% | -44.4% | +3.7% | -34.0% |
| 3Y | -66.3% | +51.1% | -117.3% | -72.6% |
| 5Y | -63.2% | +16.5% | -79.8% | -68.8% |
| 10Y | +48.7% | +131.6% | -82.9% | +3.9% |
| All | +154.1% | +749.2% | -595.0% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling