+16.3%
STZ vs WCC
+11.3%
+5.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +8.9% | -1.5% |
| 7D | +11.8% | -21.9% | +33.7% | +9.6% |
| 30D | +26.0% | -25.4% | +51.4% | +23.8% |
| 3M | +11.5% | -23.1% | +34.6% | +9.8% |
| 6M | -2.0% | -18.1% | +16.1% | -3.8% |
| YTD | +7.9% | +17.7% | -9.8% | -2.1% |
| All | +16.3% | +11.3% | +5.0% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling