+3.0%
STZ vs WST
+431.2%
-428.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.3% | -0.1% |
| 7D | +11.8% | -5.8% | +17.6% | +12.7% |
| 30D | +26.0% | +5.3% | +20.6% | +25.0% |
| 3M | +11.5% | +11.8% | -0.3% | +9.7% |
| 6M | -2.0% | +26.7% | -28.7% | -5.4% |
| YTD | +7.9% | +43.0% | -35.1% | +1.9% |
| 1Y | +13.9% | +38.9% | -24.9% | +8.0% |
| 3Y | -35.8% | +18.2% | -54.0% | -40.3% |
| 5Y | -28.4% | -1.5% | -26.9% | -32.4% |
| All | +3.0% | +431.2% | -428.2% | -41.9% |
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