-37.0%
STZ vs WCN
+45.2%
-82.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | +4.9% | +2.9% | +2.0% | +4.0% |
| 30D | +20.9% | +22.1% | -1.2% | +14.1% |
| 3M | +8.0% | +13.2% | -5.2% | +4.1% |
| 6M | -5.3% | +23.7% | -29.0% | -10.7% |
| YTD | +5.9% | +8.7% | -2.8% | +3.0% |
| 1Y | +14.2% | +15.3% | -1.1% | +8.9% |
| 3Y | -37.0% | +46.0% | -83.0% | -45.5% |
| All | -37.0% | +45.2% | -82.1% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling