+1.1%
STZ vs WST
+441.1%
-440.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | +4.9% | -3.1% | +8.0% | +5.4% |
| 30D | +20.9% | +9.1% | +11.8% | +19.3% |
| 3M | +8.0% | +14.7% | -6.7% | +5.8% |
| 6M | -5.3% | +28.0% | -33.3% | -8.8% |
| YTD | +5.9% | +45.6% | -39.7% | -0.2% |
| 1Y | +14.2% | +45.7% | -31.4% | +7.5% |
| 3Y | -37.0% | +21.1% | -58.0% | -41.6% |
| 5Y | -29.7% | +0.3% | -30.0% | -33.8% |
| All | +1.1% | +441.1% | -440.0% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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