+16.6%
STZ vs NWSA
-0.1%
+16.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +5.3% | -9.7% | +15.0% | +6.5% |
| 30D | +19.6% | -8.6% | +28.2% | +20.9% |
| 3M | +10.0% | -6.3% | +16.2% | +11.4% |
| 6M | -0.3% | -1.2% | +0.9% | +1.3% |
| YTD | +8.6% | +2.6% | +5.9% | +11.0% |
| 1Y | +16.6% | 0.0% | +16.5% | +20.8% |
| All | +16.6% | -0.1% | +16.7% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling