-28.4%
STZ vs TW
+38.7%
-67.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | +11.8% | +7.3% | +4.5% | +10.7% |
| 30D | +26.0% | +18.6% | +7.4% | +23.1% |
| 3M | +11.5% | +24.8% | -13.3% | +8.3% |
| 6M | -2.0% | +16.1% | -18.0% | -4.1% |
| YTD | +7.9% | +19.1% | -11.2% | +4.6% |
| 1Y | +13.9% | +22.8% | -8.9% | +9.9% |
| 3Y | -35.8% | +40.4% | -76.3% | -39.8% |
| 5Y | -28.4% | +37.9% | -66.3% | -34.7% |
| All | -28.4% | +38.7% | -67.1% | -34.7% |
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