-32.8%
STZ vs WWD
+198.3%
-231.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -1.9% | +1.3% | -3.2% | -2.1% |
| 30D | -1.9% | -7.2% | +5.3% | -0.9% |
| 3M | -6.2% | -3.8% | -2.4% | -6.3% |
| 6M | -14.0% | -9.9% | -4.1% | -13.4% |
| YTD | -5.1% | +14.8% | -19.9% | -8.5% |
| 1Y | -9.6% | +42.1% | -51.6% | -16.1% |
| 3Y | -47.2% | +170.8% | -218.0% | -57.6% |
| All | -32.8% | +198.3% | -231.0% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling