+727.2%
STZ vs GWRE
+828.2%
-101.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.5% |
| 7D | +5.3% | -3.5% | +8.8% | +5.9% |
| 30D | +19.6% | -7.1% | +26.7% | +20.8% |
| 3M | +10.0% | -10.1% | +20.1% | +10.8% |
| 6M | -0.3% | +12.3% | -12.6% | -3.7% |
| YTD | +8.6% | -22.7% | +31.2% | +10.2% |
| 1Y | +16.6% | -28.6% | +45.2% | +19.9% |
| 3Y | -34.8% | +70.7% | -105.5% | -45.0% |
| 5Y | -27.8% | +24.4% | -52.3% | -36.6% |
| 10Y | +12.5% | +169.2% | -156.7% | -16.8% |
| All | +727.2% | +828.2% | -101.0% | +444.7% |
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