-28.4%
STZ vs WWD
+170.7%
-199.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.3% | +0.1% |
| 7D | +11.8% | -2.6% | +14.3% | +12.0% |
| 30D | +26.0% | -7.7% | +33.7% | +27.0% |
| 3M | +11.5% | -17.7% | +29.3% | +14.2% |
| 6M | -2.0% | -15.9% | +13.9% | -0.5% |
| YTD | +7.9% | +1.8% | +6.1% | +5.5% |
| 1Y | +13.9% | +17.4% | -3.5% | +8.7% |
| 3Y | -35.8% | +137.1% | -173.0% | -47.3% |
| 5Y | -28.4% | +162.4% | -190.8% | -44.2% |
| All | -28.4% | +170.7% | -199.1% | -44.2% |
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