+15.9%
STZ vs WSM
+44.0%
-28.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.5% | -1.1% | +4.1% |
| 7D | +13.0% | +8.0% | +5.0% | +11.3% |
| 30D | +29.4% | +13.5% | +15.9% | +26.6% |
| 3M | +11.6% | +8.8% | +2.7% | +10.0% |
| 6M | -0.2% | +54.7% | -54.9% | -7.7% |
| YTD | +8.6% | +53.3% | -44.7% | -3.7% |
| 1Y | +15.9% | +41.1% | -25.2% | +4.9% |
| All | +15.9% | +44.0% | -28.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling