-32.8%
STZ vs BBWI
-66.0%
+33.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.0% |
| 7D | -1.9% | +1.5% | -3.4% | -2.1% |
| 30D | -1.9% | -5.2% | +3.3% | -1.5% |
| 3M | -6.2% | +11.1% | -17.3% | -7.5% |
| 6M | -14.0% | -13.4% | -0.6% | -13.4% |
| YTD | -5.1% | +0.1% | -5.2% | -6.3% |
| 1Y | -9.6% | -36.1% | +26.6% | -6.3% |
| 3Y | -47.2% | -44.1% | -3.1% | -45.9% |
| All | -32.8% | -66.0% | +33.2% | -25.4% |
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