+230.2%
STZ vs NWSA
+98.1%
+132.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.9% | -9.4% | +14.3% | +7.4% |
| 30D | +20.9% | -7.8% | +28.6% | +23.2% |
| 3M | +8.0% | -10.8% | +18.8% | +11.0% |
| 6M | -5.3% | +1.0% | -6.3% | -6.1% |
| YTD | +5.9% | +1.8% | +4.1% | +4.3% |
| 1Y | +14.2% | +6.0% | +8.2% | +11.1% |
| 3Y | -37.0% | +24.6% | -61.5% | -42.1% |
| 5Y | -29.7% | +13.1% | -42.8% | -35.1% |
| 10Y | +5.2% | +148.5% | -143.3% | -28.2% |
| All | +230.2% | +98.1% | +132.1% | +138.9% |
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