-32.8%
STZ vs WTW
+56.1%
-88.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -1.9% | -2.6% | +0.7% | -1.4% |
| 30D | -1.9% | -1.0% | -0.9% | -1.7% |
| 3M | -6.2% | +29.9% | -36.2% | -11.2% |
| 6M | -14.0% | +10.7% | -24.7% | -16.1% |
| YTD | -5.1% | +2.6% | -7.7% | -6.0% |
| 1Y | -9.6% | +2.8% | -12.3% | -10.6% |
| 3Y | -47.2% | +67.3% | -114.5% | -55.1% |
| All | -32.8% | +56.1% | -88.8% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling