-32.8%
STZ vs WCN
+30.3%
-63.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | -1.9% | +0.4% | -2.3% | -2.0% |
| 3M | -6.2% | +7.3% | -13.6% | -8.4% |
| 6M | -14.0% | -2.5% | -11.5% | -13.5% |
| YTD | -5.1% | -5.4% | +0.3% | -3.7% |
| 1Y | -9.6% | -8.5% | -1.1% | -7.2% |
| 3Y | -47.2% | +20.8% | -68.0% | -52.1% |
| All | -32.8% | +30.3% | -63.1% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling