-34.8%
STZ vs NWSA
+30.9%
-65.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +5.3% | -9.7% | +15.0% | +7.2% |
| 30D | +19.6% | -8.6% | +28.2% | +21.5% |
| 3M | +10.0% | -6.3% | +16.2% | +11.3% |
| 6M | -0.3% | -1.2% | +0.9% | 0.0% |
| YTD | +8.6% | +2.6% | +5.9% | +8.0% |
| 1Y | +16.6% | 0.0% | +16.5% | +16.6% |
| 3Y | -34.8% | +30.1% | -64.8% | -40.4% |
| All | -34.8% | +30.9% | -65.7% | -40.4% |
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