+9.0%
STZ vs WTW
+222.9%
-213.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.0% |
| 7D | +4.9% | +1.4% | +3.5% | +4.4% |
| 30D | +20.9% | +13.1% | +7.7% | +15.7% |
| 3M | +8.0% | -3.0% | +10.9% | +9.2% |
| 6M | -5.3% | +31.2% | -36.5% | -14.3% |
| YTD | +5.9% | +1.1% | +4.8% | +4.0% |
| 1Y | +14.2% | +3.4% | +10.8% | +11.0% |
| 3Y | -37.0% | +44.7% | -81.7% | -47.6% |
| 5Y | -29.7% | +52.0% | -81.7% | -44.0% |
| All | +9.0% | +222.9% | -213.9% | -34.8% |
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