+502.6%
EWT vs STZ
-10.3%
+513.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | -1.1% | -4.1% | +3.0% | -0.3% |
| 30D | +4.8% | -7.6% | +12.4% | +6.4% |
| 3M | +11.1% | -12.3% | +23.4% | +13.8% |
| 6M | +54.6% | -16.3% | +70.9% | +59.3% |
| YTD | +71.4% | -8.4% | +79.8% | +72.0% |
| 1Y | +82.1% | -10.8% | +92.9% | +83.5% |
| 3Y | +193.2% | -49.0% | +242.2% | +234.9% |
| 5Y | +146.1% | -36.5% | +182.6% | +163.5% |
| All | +502.6% | -10.3% | +513.0% | +479.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling