+2,496.1%
STZ vs WCC
+1,380.5%
+1,115.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +8.9% | +0.8% |
| 7D | +11.8% | -21.9% | +33.7% | +15.7% |
| 30D | +26.0% | -25.4% | +51.4% | +30.9% |
| 3M | +11.5% | -23.1% | +34.6% | +15.0% |
| 6M | -2.0% | -18.1% | +16.1% | -0.6% |
| YTD | +7.9% | +17.7% | -9.8% | +2.5% |
| 1Y | +13.9% | +12.4% | +1.5% | +9.0% |
| 3Y | -35.8% | +105.9% | -141.7% | -46.4% |
| 5Y | -28.4% | +116.8% | -145.2% | -42.6% |
| 10Y | +7.1% | +456.1% | -449.0% | -32.1% |
| All | +2,496.1% | +1,380.5% | +1,115.6% | +1,133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling