+11.8%
STZ vs WCN
+309.3%
-297.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.2% |
| 7D | -0.9% | +0.4% | -1.4% | -1.1% |
| 30D | +14.9% | +25.3% | -10.4% | +3.5% |
| 3M | +8.4% | +15.4% | -7.0% | +1.4% |
| 6M | +2.8% | +27.8% | -25.0% | -8.5% |
| YTD | +7.5% | +10.6% | -3.0% | +1.7% |
| 1Y | +12.5% | +15.8% | -3.2% | +3.9% |
| 3Y | -35.4% | +50.3% | -85.7% | -48.9% |
| 5Y | -29.3% | +46.9% | -76.2% | -44.3% |
| 10Y | +11.8% | +318.8% | -307.0% | -42.8% |
| All | +11.8% | +309.3% | -297.5% | -42.8% |
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