+11.8%
STZ vs WWD
+468.3%
-456.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -0.9% | +3.7% | -4.7% | -1.9% |
| 30D | +14.9% | +1.8% | +13.1% | +14.0% |
| 3M | +8.4% | -5.0% | +13.4% | +9.2% |
| 6M | +2.8% | -8.4% | +11.2% | +3.7% |
| YTD | +7.5% | +12.3% | -4.7% | +1.7% |
| 1Y | +12.5% | +26.2% | -13.7% | +2.7% |
| 3Y | -35.4% | +154.6% | -190.0% | -53.2% |
| 5Y | -29.3% | +195.3% | -224.6% | -52.3% |
| 10Y | +11.8% | +466.3% | -454.5% | -38.0% |
| All | +11.8% | +468.3% | -456.6% | -38.0% |
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