-37.0%
STZ vs WCC
+110.7%
-147.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.8% |
| 7D | +4.9% | -14.7% | +19.6% | +5.3% |
| 30D | +20.9% | -20.1% | +40.9% | +21.5% |
| 3M | +8.0% | -21.2% | +29.1% | +8.6% |
| 6M | -5.3% | -19.2% | +13.9% | -5.1% |
| YTD | +5.9% | +20.2% | -14.3% | +1.8% |
| 1Y | +14.2% | +14.5% | -0.2% | +10.3% |
| 3Y | -37.0% | +115.1% | -152.1% | -44.0% |
| All | -37.0% | +110.7% | -147.6% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling