+12,887.1%
SHW vs STZ
+11,023.3%
+1,863.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +4.2% | +5.3% | -1.1% | +3.1% |
| 30D | +11.3% | +19.6% | -8.3% | +7.1% |
| 3M | -1.8% | +10.0% | -11.8% | -3.8% |
| 6M | +12.7% | -0.3% | +13.0% | +12.6% |
| YTD | +10.4% | +8.6% | +1.9% | +8.0% |
| 1Y | +4.7% | +16.6% | -11.9% | +0.8% |
| 3Y | +42.7% | -34.8% | +77.5% | +53.8% |
| 5Y | +14.5% | -27.8% | +42.4% | +20.8% |
| 10Y | +340.7% | +12.5% | +328.2% | +317.1% |
| All | +12,887.1% | +11,023.3% | +1,863.8% | +6,077.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling