+15.5%
STZ vs GWRE
+170.6%
-155.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | +0.2% |
| 7D | 0.0% | -4.4% | +4.4% | +0.7% |
| 30D | +14.7% | -3.5% | +18.2% | +15.2% |
| 3M | +8.8% | -7.6% | +16.4% | +9.2% |
| 6M | +3.1% | +21.8% | -18.7% | -1.6% |
| YTD | +7.9% | -20.4% | +28.3% | +9.5% |
| 1Y | +14.2% | -27.6% | +41.7% | +17.9% |
| 3Y | -35.2% | +75.7% | -110.9% | -47.0% |
| 5Y | -29.6% | +27.8% | -57.4% | -38.7% |
| All | +15.5% | +170.6% | -155.1% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling