-27.6%
STZ vs TW
+37.9%
-65.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +3.4% | +3.4% | 0.0% | +3.0% |
| 30D | +19.6% | +15.5% | +4.1% | +17.3% |
| 3M | +8.0% | +25.1% | -17.1% | +4.9% |
| 6M | -0.3% | +18.2% | -18.4% | -2.7% |
| YTD | +8.6% | +19.7% | -11.1% | +5.2% |
| 1Y | +17.3% | +18.1% | -0.8% | +13.9% |
| 3Y | -34.7% | +40.5% | -75.2% | -38.7% |
| 5Y | -27.6% | +37.1% | -64.7% | -33.8% |
| All | -27.6% | +37.9% | -65.5% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling