+11,174.7%
STZ vs BBWI
+679.6%
+10,495.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.2% | +5.6% | +0.5% |
| 7D | +11.8% | -3.1% | +14.9% | +12.4% |
| 30D | +26.0% | +23.1% | +2.8% | +21.2% |
| 3M | +11.5% | +7.3% | +4.2% | +9.4% |
| 6M | -2.0% | +22.6% | -24.6% | -6.8% |
| YTD | +7.9% | +13.3% | -5.4% | +2.8% |
| 1Y | +13.9% | -2.6% | +16.5% | +10.4% |
| 3Y | -35.8% | -25.9% | -9.9% | -37.1% |
| 5Y | -28.4% | -66.7% | +38.3% | -21.5% |
| 10Y | +7.1% | -41.6% | +48.6% | -10.0% |
| All | +11,174.7% | +679.6% | +10,495.1% | +5,507.1% |
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