-12.0%
STZ vs GWRE
+130.1%
-142.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +1.2% |
| 7D | -6.0% | -26.2% | +20.2% | -2.3% |
| 30D | -8.9% | -17.8% | +8.9% | -6.8% |
| 3M | -12.6% | +14.2% | -26.8% | -15.1% |
| 6M | -17.2% | -12.9% | -4.3% | -17.1% |
| YTD | -10.0% | -29.2% | +19.2% | -7.0% |
| 1Y | -14.3% | -44.4% | +30.1% | -7.3% |
| 3Y | -49.9% | +51.1% | -101.0% | -58.0% |
| 5Y | -38.2% | +16.5% | -54.8% | -45.8% |
| 10Y | -12.0% | +131.6% | -143.6% | -39.3% |
| All | -12.0% | +130.1% | -142.1% | -39.3% |
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