-32.8%
STZ vs WST
-25.7%
-7.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.9% | +0.7% | -2.7% | -2.0% |
| 30D | -1.9% | -3.1% | +1.3% | -1.6% |
| 3M | -6.2% | +7.2% | -13.4% | -6.9% |
| 6M | -14.0% | +36.8% | -50.8% | -16.9% |
| YTD | -5.1% | +23.8% | -29.0% | -7.4% |
| 1Y | -9.6% | +37.8% | -47.3% | -12.9% |
| 3Y | -47.2% | -15.9% | -31.3% | -47.4% |
| All | -32.8% | -25.7% | -7.1% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling