+11.8%
STZ vs NWSA
+153.1%
-141.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -0.9% | -12.2% | +11.3% | +2.4% |
| 30D | +14.9% | -8.7% | +23.6% | +17.5% |
| 3M | +8.4% | -6.0% | +14.4% | +10.0% |
| 6M | +2.8% | -0.3% | +3.1% | +2.3% |
| YTD | +7.5% | +3.5% | +4.0% | +5.3% |
| 1Y | +12.5% | +0.8% | +11.8% | +11.1% |
| 3Y | -35.4% | +31.1% | -66.5% | -41.8% |
| 5Y | -29.3% | +18.8% | -48.1% | -36.0% |
| 10Y | +11.8% | +147.9% | -136.1% | -25.6% |
| All | +11.8% | +153.1% | -141.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling