+11.8%
STZ vs WY
+3.1%
+8.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.9% | -5.1% | +4.1% | +1.0% |
| 30D | +14.9% | +9.0% | +5.9% | +11.3% |
| 3M | +8.4% | -16.7% | +25.1% | +16.1% |
| 6M | +2.8% | -10.3% | +13.1% | +6.7% |
| YTD | +7.5% | -10.5% | +18.0% | +11.3% |
| 1Y | +12.5% | -5.9% | +18.4% | +14.2% |
| 3Y | -35.4% | -24.7% | -10.7% | -29.7% |
| 5Y | -29.3% | -31.5% | +2.2% | -21.9% |
| 10Y | +11.8% | +4.7% | +7.1% | -6.3% |
| All | +11.8% | +3.1% | +8.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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