-28.1%
STZ vs NWSA
+13.2%
-41.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.4% | +12.7% | +2.0% |
| 7D | +11.8% | -10.1% | +21.9% | +13.9% |
| 30D | +26.0% | -7.3% | +33.2% | +27.7% |
| 3M | +11.5% | -8.6% | +20.1% | +13.3% |
| 6M | -2.0% | +4.4% | -6.4% | -3.0% |
| YTD | +7.9% | +2.1% | +5.7% | +6.9% |
| 1Y | +13.9% | +4.1% | +9.9% | +12.3% |
| 3Y | -35.8% | +23.5% | -59.3% | -39.5% |
| All | -28.1% | +13.2% | -41.3% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling