+1.1%
STZ vs WCN
+309.0%
-307.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | +4.9% | +2.9% | +2.0% | +3.6% |
| 30D | +20.9% | +22.1% | -1.2% | +10.2% |
| 3M | +8.0% | +13.2% | -5.2% | +1.9% |
| 6M | -5.3% | +23.7% | -29.0% | -14.3% |
| YTD | +5.9% | +8.7% | -2.8% | +1.0% |
| 1Y | +14.2% | +15.3% | -1.1% | +5.6% |
| 3Y | -37.0% | +46.0% | -83.0% | -49.3% |
| 5Y | -29.7% | +45.9% | -75.6% | -44.4% |
| All | +1.1% | +309.0% | -307.8% | -46.0% |
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