+12.5%
STZ vs WCN
+300.6%
-288.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +5.3% | +2.6% | +2.7% | +4.1% |
| 30D | +19.6% | +25.3% | -5.7% | +7.7% |
| 3M | +10.0% | +15.2% | -5.3% | +2.9% |
| 6M | -0.3% | +26.4% | -26.7% | -10.7% |
| YTD | +8.6% | +9.9% | -1.4% | +3.0% |
| 1Y | +16.6% | +16.2% | +0.4% | +7.5% |
| 3Y | -34.8% | +49.4% | -84.2% | -48.2% |
| 5Y | -27.8% | +46.2% | -74.0% | -43.0% |
| 10Y | +12.5% | +305.7% | -293.2% | -40.8% |
| All | +12.5% | +300.6% | -288.1% | -40.8% |
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