-46.8%
STZ vs NWSA
+47.8%
-94.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | -1.9% | -1.9% | 0.0% | -1.6% |
| 30D | -1.9% | +4.6% | -6.5% | -2.7% |
| 3M | -6.2% | +13.2% | -19.5% | -8.3% |
| 6M | -14.0% | +27.0% | -41.0% | -17.9% |
| YTD | -5.1% | +16.8% | -22.0% | -7.9% |
| 1Y | -9.6% | +4.5% | -14.1% | -10.0% |
| All | -46.8% | +47.8% | -94.7% | -52.7% |
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