-35.2%
STZ vs NWSA
+32.6%
-67.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.2% |
| 7D | +2.6% | +2.2% | +0.4% | +2.1% |
| 30D | +15.2% | -8.8% | +24.0% | +17.0% |
| 3M | +7.6% | -6.5% | +14.1% | +8.9% |
| 6M | +5.3% | +1.5% | +3.8% | +5.0% |
| YTD | +8.6% | +4.0% | +4.6% | +7.7% |
| 1Y | +15.6% | +3.4% | +12.1% | +14.7% |
| 3Y | -35.2% | +34.8% | -70.0% | -42.7% |
| All | -35.2% | +32.6% | -67.7% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling