+13.8%
STZ vs WTW
+2.8%
+10.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | +4.9% | +1.4% | +3.5% | +4.8% |
| 30D | +20.9% | +13.1% | +7.7% | +19.7% |
| 3M | +8.0% | -3.0% | +10.9% | +7.6% |
| 6M | -5.3% | +31.2% | -36.5% | -4.8% |
| YTD | +5.9% | +1.1% | +4.8% | +5.6% |
| All | +13.8% | +2.8% | +10.9% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling