+16.3%
STZ vs WCN
+322.1%
-305.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.6% | +2.6% | 0.0% | +1.3% |
| 30D | +15.2% | +23.9% | -8.7% | +4.2% |
| 3M | +7.6% | +17.4% | -9.8% | -0.1% |
| 6M | +5.3% | +28.0% | -22.7% | -6.3% |
| YTD | +8.6% | +11.6% | -2.9% | +2.3% |
| 1Y | +15.6% | +16.9% | -1.3% | +6.2% |
| 3Y | -35.2% | +51.6% | -86.8% | -48.9% |
| 5Y | -29.1% | +48.0% | -77.1% | -44.3% |
| All | +16.3% | +322.1% | -305.7% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling