+10,972.7%
STZ vs WSM
+42,164.0%
-31,191.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.6% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | +20.9% | +6.0% | +14.9% | +19.9% |
| 3M | +8.0% | +3.2% | +4.8% | +7.4% |
| 6M | -5.3% | +37.1% | -42.4% | -9.5% |
| YTD | +5.9% | +44.2% | -38.3% | +0.3% |
| 1Y | +14.2% | +34.2% | -20.0% | +9.1% |
| 3Y | -37.0% | +249.3% | -286.2% | -48.4% |
| 5Y | -29.7% | +169.3% | -199.0% | -41.9% |
| 10Y | +5.2% | +1,241.2% | -1,236.1% | -33.5% |
| All | +10,972.7% | +42,164.0% | -31,191.3% | +3,647.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling