+14.2%
STZ vs WU
-16.8%
+30.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | 0.0% | -5.3% | +5.3% | +1.1% |
| 30D | +14.7% | +9.0% | +5.7% | +12.8% |
| 3M | +8.8% | -3.6% | +12.4% | +9.0% |
| 6M | +3.1% | -19.4% | +22.5% | +5.9% |
| YTD | +7.9% | -21.7% | +29.6% | +11.2% |
| 1Y | +14.2% | -16.1% | +30.3% | +15.4% |
| All | +14.2% | -16.8% | +30.9% | +15.4% |
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