+15.5%
STZ vs WU
-39.7%
+55.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | 0.0% | -5.3% | +5.3% | +1.6% |
| 30D | +14.7% | +9.0% | +5.7% | +11.9% |
| 3M | +8.8% | -3.6% | +12.4% | +9.8% |
| 6M | +3.1% | -19.4% | +22.5% | +8.3% |
| YTD | +7.9% | -21.7% | +29.6% | +13.8% |
| 1Y | +14.2% | -16.1% | +30.3% | +17.8% |
| 3Y | -35.2% | -24.1% | -11.1% | -32.3% |
| 5Y | -29.6% | -44.1% | +14.6% | -20.8% |
| All | +15.5% | -39.7% | +55.3% | +26.9% |
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