-32.8%
STZ vs WU
-50.7%
+17.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | -1.9% | -1.1% | -0.8% | -1.7% |
| 3M | -6.2% | -3.9% | -2.4% | -6.2% |
| 6M | -14.0% | -20.7% | +6.7% | -10.5% |
| YTD | -5.1% | -18.4% | +13.2% | -2.0% |
| 1Y | -9.6% | -8.1% | -1.5% | -9.5% |
| 3Y | -47.2% | -24.2% | -23.1% | -45.4% |
| All | -32.8% | -50.7% | +17.9% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling