-13.2%
STZ vs TW
+298.0%
-311.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | 0.0% | +3.2% | -3.2% | -0.7% |
| 30D | +14.7% | +19.7% | -5.0% | +10.4% |
| 3M | +8.8% | +26.8% | -18.0% | +3.4% |
| 6M | +3.1% | +20.9% | -17.8% | -1.5% |
| YTD | +7.9% | +22.9% | -15.0% | +2.1% |
| 1Y | +14.2% | +20.4% | -6.2% | +8.5% |
| 3Y | -35.2% | +42.9% | -78.1% | -42.0% |
| 5Y | -29.6% | +40.2% | -69.8% | -37.6% |
| All | -13.2% | +298.0% | -311.2% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling