-50.1%
STZ vs GWRE
+66.3%
-116.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.8% | +2.2% | -5.5% |
| 7D | -7.4% | -25.6% | +18.2% | -7.3% |
| 30D | -10.9% | -12.2% | +1.3% | -10.8% |
| 3M | -13.4% | +17.7% | -31.1% | -13.2% |
| 6M | -16.2% | -11.3% | -4.9% | -15.8% |
| YTD | -10.4% | -25.5% | +15.1% | -9.2% |
| 1Y | -14.8% | -42.8% | +28.1% | -12.5% |
| 3Y | -50.1% | +59.0% | -109.2% | -53.8% |
| All | -50.1% | +66.3% | -116.5% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling