+2,782.0%
STZ vs WCN
+7,983.1%
-5,201.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +11.8% | +5.5% | +6.2% | +10.5% |
| 30D | +26.0% | +24.2% | +1.8% | +20.3% |
| 3M | +11.5% | +17.0% | -5.5% | +7.9% |
| 6M | -2.0% | +22.3% | -24.3% | -6.1% |
| YTD | +7.9% | +10.2% | -2.4% | +5.3% |
| 1Y | +13.9% | +16.5% | -2.5% | +9.8% |
| 3Y | -35.8% | +47.1% | -83.0% | -41.3% |
| 5Y | -28.4% | +47.9% | -76.3% | -34.8% |
| 10Y | +7.1% | +316.7% | -309.6% | -19.3% |
| All | +2,782.0% | +7,983.1% | -5,201.2% | +1,470.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling