-46.8%
STZ vs WSM
+233.0%
-279.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -1.9% | -3.3% | +1.3% | -1.6% |
| 30D | -1.9% | -8.4% | +6.5% | -0.9% |
| 3M | -6.2% | +9.7% | -15.9% | -7.3% |
| 6M | -14.0% | +16.7% | -30.7% | -15.7% |
| YTD | -5.1% | +28.7% | -33.8% | -8.3% |
| 1Y | -9.6% | +13.7% | -23.2% | -11.5% |
| All | -46.8% | +233.0% | -279.8% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling