+11.8%
STZ vs WU
-36.4%
+48.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +3.4% | +9.1% | -5.6% | +0.9% |
| 30D | +19.6% | +12.1% | +7.5% | +15.7% |
| 3M | +8.0% | +0.3% | +7.7% | +7.8% |
| 6M | -0.3% | -19.1% | +18.9% | +4.8% |
| YTD | +8.6% | -19.2% | +27.8% | +13.5% |
| 1Y | +17.3% | -15.3% | +32.6% | +20.8% |
| 3Y | -34.7% | -21.3% | -13.4% | -32.4% |
| 5Y | -27.6% | -41.7% | +14.1% | -19.7% |
| 10Y | +11.8% | -36.0% | +47.7% | +19.8% |
| All | +11.8% | -36.4% | +48.2% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling