-28.4%
STZ vs BBWI
-67.6%
+39.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.2% | +5.6% | 0.0% |
| 7D | +11.8% | -3.1% | +14.9% | +12.1% |
| 30D | +26.0% | +23.1% | +2.8% | +23.3% |
| 3M | +11.5% | +7.3% | +4.2% | +10.4% |
| 6M | -2.0% | +22.6% | -24.6% | -4.5% |
| YTD | +7.9% | +13.3% | -5.4% | +5.1% |
| 1Y | +13.9% | -2.6% | +16.5% | +12.3% |
| 3Y | -35.8% | -25.9% | -9.9% | -36.3% |
| 5Y | -28.4% | -66.7% | +38.3% | -18.7% |
| All | -28.4% | -67.6% | +39.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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