+623.0%
STZ vs GWRE
+869.7%
-246.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -19.9% | +19.2% | +2.2% |
| 7D | -1.9% | -21.1% | +19.2% | +1.1% |
| 30D | -1.9% | +1.3% | -3.2% | -2.6% |
| 3M | -6.2% | +7.4% | -13.7% | -8.3% |
| 6M | -14.0% | +5.6% | -19.6% | -16.5% |
| YTD | -5.1% | -19.2% | +14.1% | -4.1% |
| 1Y | -9.6% | -25.1% | +15.6% | -7.8% |
| 3Y | -47.2% | +87.7% | -134.9% | -56.3% |
| 5Y | -33.6% | +32.0% | -65.6% | -42.1% |
| 10Y | -9.8% | +157.8% | -167.5% | -32.7% |
| All | +623.0% | +869.7% | -246.7% | +374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling