+2,435.2%
STZ vs WCN
+6,839.3%
-4,404.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | -1.9% | +0.4% | -2.3% | -2.0% |
| 3M | -6.2% | +7.3% | -13.6% | -7.7% |
| 6M | -14.0% | -2.5% | -11.5% | -13.7% |
| YTD | -5.1% | -5.4% | +0.3% | -4.3% |
| 1Y | -9.6% | -8.5% | -1.1% | -8.3% |
| 3Y | -47.2% | +20.8% | -68.0% | -49.7% |
| 5Y | -33.6% | +30.0% | -63.6% | -37.8% |
| 10Y | -9.8% | +238.4% | -248.2% | -29.1% |
| All | +2,435.2% | +6,839.3% | -4,404.1% | +1,327.3% |
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