-35.2%
STZ vs WU
-23.0%
-12.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | +2.6% | -2.0% | +4.6% | +3.0% |
| 30D | +15.2% | +11.4% | +3.8% | +12.3% |
| 3M | +7.6% | -6.8% | +14.5% | +9.0% |
| 6M | +5.3% | -14.6% | +19.9% | +8.0% |
| YTD | +8.6% | -20.6% | +29.3% | +13.0% |
| 1Y | +15.6% | -15.4% | +30.9% | +18.1% |
| 3Y | -35.2% | -23.6% | -11.5% | -33.8% |
| All | -35.2% | -23.0% | -12.1% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling