+195.8%
STZ vs NWSA
+127.4%
+68.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -1.9% | -1.9% | 0.0% | -1.4% |
| 30D | -1.9% | +4.6% | -6.5% | -3.1% |
| 3M | -6.2% | +13.2% | -19.5% | -9.5% |
| 6M | -14.0% | +27.0% | -41.0% | -19.7% |
| YTD | -5.1% | +16.8% | -22.0% | -9.7% |
| 1Y | -9.6% | +4.5% | -14.1% | -11.5% |
| 3Y | -47.2% | +46.2% | -93.5% | -53.5% |
| 5Y | -33.6% | +40.9% | -74.5% | -42.3% |
| 10Y | -9.8% | +145.1% | -154.9% | -38.3% |
| All | +195.8% | +127.4% | +68.3% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling