+15.5%
STZ vs WCC
+440.3%
-424.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | 0.0% | +14.2% | -14.2% | -2.0% |
| 30D | +14.7% | -9.8% | +24.6% | +15.8% |
| 3M | +8.8% | -10.1% | +18.9% | +9.4% |
| 6M | +3.1% | -9.4% | +12.5% | +2.9% |
| YTD | +7.9% | +34.4% | -26.5% | -0.1% |
| 1Y | +14.2% | +23.3% | -9.1% | +7.2% |
| 3Y | -35.2% | +137.9% | -173.1% | -48.3% |
| 5Y | -29.6% | +144.0% | -173.6% | -46.4% |
| All | +15.5% | +440.3% | -424.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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