-14.1%
STZ vs WTW
+192.5%
-206.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -4.6% |
| 7D | -7.4% | -2.7% | -4.7% | -6.4% |
| 30D | -10.9% | -5.6% | -5.2% | -9.0% |
| 3M | -13.4% | +26.5% | -39.9% | -20.6% |
| 6M | -16.2% | +8.1% | -24.3% | -19.3% |
| YTD | -10.4% | -0.3% | -10.1% | -11.6% |
| 1Y | -14.8% | -0.9% | -13.9% | -16.0% |
| 3Y | -50.1% | +66.6% | -116.8% | -61.2% |
| 5Y | -38.8% | +54.0% | -92.8% | -51.8% |
| 10Y | -14.1% | +198.1% | -212.2% | -49.8% |
| All | -14.1% | +192.5% | -206.5% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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