-29.4%
STZ vs WU
-42.0%
+12.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | +4.9% | +11.7% | -6.8% | +2.4% |
| 30D | +20.9% | +12.6% | +8.3% | +17.8% |
| 3M | +8.0% | -0.5% | +8.5% | +7.9% |
| 6M | -5.3% | -18.2% | +12.9% | -2.0% |
| YTD | +5.9% | -19.0% | +24.9% | +9.5% |
| 1Y | +14.2% | -16.7% | +30.9% | +17.2% |
| 3Y | -37.0% | -21.0% | -15.9% | -35.3% |
| All | -29.4% | -42.0% | +12.6% | -23.9% |
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