+16.3%
STZ vs WSM
+1,131.4%
-1,115.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | +15.2% | +5.1% | +10.1% | +14.3% |
| 3M | +7.6% | +5.1% | +2.5% | +6.7% |
| 6M | +5.3% | +48.6% | -43.3% | -1.5% |
| YTD | +8.6% | +44.2% | -35.5% | +1.8% |
| 1Y | +15.6% | +38.1% | -22.5% | +9.0% |
| 3Y | -35.2% | +257.2% | -292.4% | -49.6% |
| 5Y | -29.1% | +165.1% | -194.2% | -43.7% |
| All | +16.3% | +1,131.4% | -1,115.0% | -36.0% |
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