-28.4%
STZ vs WCC
+116.9%
-145.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +8.9% | 0.0% |
| 7D | +11.8% | -21.9% | +33.7% | +13.6% |
| 30D | +26.0% | -25.4% | +51.4% | +28.4% |
| 3M | +11.5% | -23.1% | +34.6% | +13.2% |
| 6M | -2.0% | -18.1% | +16.1% | -1.5% |
| YTD | +7.9% | +17.7% | -9.8% | +3.6% |
| 1Y | +13.9% | +12.4% | +1.5% | +9.9% |
| 3Y | -35.8% | +105.9% | -141.7% | -44.0% |
| 5Y | -28.4% | +116.8% | -145.2% | -39.1% |
| All | -28.4% | +116.9% | -145.3% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling