-38.8%
STZ vs GWRE
+22.2%
-61.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.8% | +2.2% | -5.2% |
| 7D | -7.4% | -25.6% | +18.2% | -6.1% |
| 30D | -10.9% | -12.2% | +1.3% | -10.4% |
| 3M | -13.4% | +17.7% | -31.1% | -14.3% |
| 6M | -16.2% | -11.3% | -4.9% | -15.9% |
| YTD | -10.4% | -25.5% | +15.1% | -8.7% |
| 1Y | -14.8% | -42.8% | +28.1% | -10.9% |
| 3Y | -50.1% | +59.0% | -109.2% | -55.0% |
| 5Y | -38.8% | +21.6% | -60.4% | -44.5% |
| All | -38.8% | +22.2% | -61.0% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling