+2,183.8%
STZ vs WCC
+1,713.7%
+470.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.3% |
| 7D | -1.9% | +4.5% | -6.4% | -2.6% |
| 30D | -1.9% | -5.8% | +3.9% | -1.1% |
| 3M | -6.2% | -3.7% | -2.6% | -6.3% |
| 6M | -14.0% | +23.1% | -37.1% | -17.8% |
| YTD | -5.1% | +44.2% | -49.3% | -11.8% |
| 1Y | -9.6% | +62.1% | -71.7% | -17.8% |
| 3Y | -47.2% | +121.1% | -168.4% | -56.0% |
| 5Y | -33.6% | +214.0% | -247.5% | -49.4% |
| 10Y | -9.8% | +472.8% | -482.6% | -42.6% |
| All | +2,183.8% | +1,713.7% | +470.0% | +960.7% |
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