-9.7%
STZ vs WCN
+236.2%
-245.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -1.9% | -0.6% | -1.3% | -1.6% |
| 30D | -1.9% | +0.4% | -2.3% | -2.1% |
| 3M | -6.2% | +7.3% | -13.6% | -9.4% |
| 6M | -14.0% | -2.5% | -11.5% | -13.4% |
| YTD | -5.1% | -5.4% | +0.3% | -3.5% |
| 1Y | -9.6% | -8.5% | -1.1% | -6.7% |
| 3Y | -47.2% | +20.8% | -68.0% | -53.6% |
| 5Y | -33.6% | +30.0% | -63.6% | -44.9% |
| All | -9.7% | +236.2% | -245.9% | -50.2% |
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