+1,544.1%
STZ vs WTW
+1,174.9%
+369.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | -1.9% | -2.6% | +0.7% | -1.1% |
| 30D | -1.9% | -1.0% | -0.9% | -1.6% |
| 3M | -6.2% | +29.9% | -36.2% | -13.8% |
| 6M | -14.0% | +10.7% | -24.7% | -17.5% |
| YTD | -5.1% | +2.6% | -7.7% | -7.2% |
| 1Y | -9.6% | +2.8% | -12.3% | -11.8% |
| 3Y | -47.2% | +67.3% | -114.5% | -56.6% |
| 5Y | -33.6% | +56.6% | -90.2% | -44.9% |
| 10Y | -9.8% | +204.1% | -213.8% | -39.9% |
| All | +1,544.1% | +1,174.9% | +369.3% | +621.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling