+1.1%
STZ vs WU
-36.0%
+37.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +4.9% | +11.7% | -6.8% | +1.6% |
| 30D | +20.9% | +12.6% | +8.3% | +16.8% |
| 3M | +8.0% | -0.5% | +8.5% | +8.0% |
| 6M | -5.3% | -18.2% | +12.9% | -0.8% |
| YTD | +5.9% | -19.0% | +24.9% | +10.7% |
| 1Y | +14.2% | -16.7% | +30.9% | +18.2% |
| 3Y | -37.0% | -21.0% | -15.9% | -34.8% |
| 5Y | -29.7% | -41.7% | +12.0% | -21.9% |
| All | +1.1% | -36.0% | +37.2% | +6.7% |
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