+8,274.7%
STX vs GWRE
+749.2%
+7,525.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +2.9% | -0.9% |
| 7D | +9.6% | -26.2% | +35.8% | +15.8% |
| 30D | +10.6% | -17.8% | +28.4% | +13.5% |
| 3M | +4.8% | +14.2% | -9.4% | -3.6% |
| 6M | +137.3% | -12.9% | +150.1% | +130.9% |
| YTD | +222.5% | -29.2% | +251.7% | +231.0% |
| 1Y | +366.2% | -44.4% | +410.7% | +413.0% |
| 3Y | +1,352.9% | +51.1% | +1,301.8% | +1,012.8% |
| 5Y | +1,077.4% | +16.5% | +1,060.9% | +849.2% |
| 10Y | +3,621.5% | +131.6% | +3,489.9% | +2,279.5% |
| All | +8,274.7% | +749.2% | +7,525.5% | +3,827.7% |
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