-29.4%
STZ vs WSM
+168.7%
-198.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.6% |
| 7D | +4.9% | +0.5% | +4.4% | +4.9% |
| 30D | +20.9% | +6.0% | +14.9% | +19.9% |
| 3M | +8.0% | +3.2% | +4.8% | +7.5% |
| 6M | -5.3% | +37.1% | -42.4% | -9.3% |
| YTD | +5.9% | +44.2% | -38.3% | +0.5% |
| 1Y | +14.2% | +34.2% | -20.0% | +9.3% |
| 3Y | -37.0% | +249.3% | -286.2% | -48.4% |
| All | -29.4% | +168.7% | -198.1% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling