-9.7%
STZ vs WWD
+478.9%
-488.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -1.9% | +1.3% | -3.2% | -2.3% |
| 30D | -1.9% | -7.2% | +5.3% | -0.2% |
| 3M | -6.2% | -3.8% | -2.4% | -6.1% |
| 6M | -14.0% | -9.9% | -4.1% | -12.9% |
| YTD | -5.1% | +14.8% | -19.9% | -10.3% |
| 1Y | -9.6% | +42.1% | -51.6% | -19.8% |
| 3Y | -47.2% | +170.8% | -218.0% | -62.2% |
| 5Y | -33.6% | +197.5% | -231.1% | -55.0% |
| All | -9.7% | +478.9% | -488.6% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling