-14.3%
STZ vs GWRE
-45.7%
+31.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +0.4% |
| 7D | -6.0% | -26.2% | +20.2% | -6.6% |
| 30D | -8.9% | -17.8% | +8.9% | -9.0% |
| 3M | -12.6% | +14.2% | -26.8% | -11.0% |
| 6M | -17.2% | -12.9% | -4.3% | -16.9% |
| YTD | -10.0% | -29.2% | +19.2% | -7.0% |
| 1Y | -14.3% | -44.4% | +30.1% | -8.9% |
| All | -14.3% | -45.7% | +31.4% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling