+11,174.7%
STZ vs WSM
+42,920.9%
-31,746.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.1% |
| 7D | +11.8% | -0.5% | +12.3% | +11.8% |
| 30D | +26.0% | +7.1% | +18.9% | +24.8% |
| 3M | +11.5% | +4.5% | +7.0% | +10.8% |
| 6M | -2.0% | +44.4% | -46.3% | -6.9% |
| YTD | +7.9% | +46.8% | -38.9% | +1.9% |
| 1Y | +13.9% | +31.7% | -17.8% | +9.1% |
| 3Y | -35.8% | +250.6% | -286.4% | -47.6% |
| 5Y | -28.4% | +174.1% | -202.5% | -41.0% |
| 10Y | +7.1% | +1,265.2% | -1,258.2% | -32.4% |
| All | +11,174.7% | +42,920.9% | -31,746.3% | +3,706.9% |
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