+12.5%
STZ vs WSM
+1,226.6%
-1,214.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.3% | +3.1% | +2.2% | +4.8% |
| 30D | +19.6% | +8.5% | +11.1% | +18.0% |
| 3M | +10.0% | +4.6% | +5.4% | +9.1% |
| 6M | -0.3% | +44.5% | -44.8% | -6.2% |
| YTD | +8.6% | +48.4% | -39.9% | +1.3% |
| 1Y | +16.6% | +36.2% | -19.6% | +10.2% |
| 3Y | -34.8% | +268.8% | -303.6% | -49.5% |
| 5Y | -27.8% | +185.2% | -213.1% | -43.4% |
| 10Y | +12.5% | +1,175.8% | -1,163.3% | -38.1% |
| All | +12.5% | +1,226.6% | -1,214.1% | -38.1% |
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