+11.8%
STZ vs WSM
+1,313.8%
-1,302.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +2.0% |
| 7D | +3.4% | +0.9% | +2.6% | +3.3% |
| 30D | +19.6% | +8.6% | +11.0% | +18.0% |
| 3M | +8.0% | +4.2% | +3.8% | +7.2% |
| 6M | -0.3% | +44.6% | -44.9% | -6.2% |
| YTD | +8.6% | +48.5% | -39.9% | +1.3% |
| 1Y | +17.3% | +34.7% | -17.3% | +11.2% |
| 3Y | -34.7% | +271.0% | -305.7% | -49.4% |
| 5Y | -27.6% | +180.9% | -208.6% | -43.0% |
| 10Y | +11.8% | +1,235.4% | -1,223.6% | -38.4% |
| All | +11.8% | +1,313.8% | -1,302.1% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling