+15.9%
STZ vs WU
-18.0%
+33.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.4% | -0.1% | +4.3% |
| 7D | +13.0% | +8.2% | +4.8% | +11.4% |
| 30D | +29.4% | +8.0% | +21.4% | +27.7% |
| 3M | +11.6% | -6.6% | +18.2% | +12.2% |
| 6M | -0.2% | -23.3% | +23.0% | +2.8% |
| YTD | +8.6% | -22.4% | +31.0% | +11.8% |
| 1Y | +15.9% | -18.0% | +33.9% | +18.8% |
| All | +15.9% | -18.0% | +33.9% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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