+9,818.1%
STZ vs BBWI
+588.9%
+9,229.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.2% |
| 7D | -1.9% | +1.5% | -3.4% | -2.2% |
| 30D | -1.9% | -5.2% | +3.3% | -1.2% |
| 3M | -6.2% | +11.1% | -17.3% | -8.6% |
| 6M | -14.0% | -13.4% | -0.6% | -13.1% |
| YTD | -5.1% | +0.1% | -5.2% | -7.2% |
| 1Y | -9.6% | -36.1% | +26.6% | -5.1% |
| 3Y | -47.2% | -44.1% | -3.1% | -45.4% |
| 5Y | -33.6% | -66.2% | +32.7% | -27.4% |
| 10Y | -9.8% | -54.8% | +45.0% | -20.0% |
| All | +9,818.1% | +588.9% | +9,229.3% | +4,963.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling