+502.5%
STZ vs WU
-18.6%
+521.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.2% | -2.7% |
| 7D | +11.8% | +13.0% | -1.3% | +7.6% |
| 30D | +26.0% | +14.3% | +11.6% | +20.8% |
| 3M | +11.5% | +0.1% | +11.4% | +11.3% |
| 6M | -2.0% | -17.7% | +15.7% | +2.8% |
| YTD | +7.9% | -17.3% | +25.2% | +12.3% |
| 1Y | +13.9% | -11.1% | +25.0% | +15.7% |
| 3Y | -35.8% | -19.8% | -16.0% | -33.9% |
| 5Y | -28.4% | -40.5% | +12.1% | -20.9% |
| 10Y | +7.1% | -33.7% | +40.8% | +10.6% |
| All | +502.5% | -18.6% | +521.1% | +433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling