-46.8%
STZ vs WY
-22.5%
-24.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -1.9% | -1.7% | -0.2% | -1.3% |
| 30D | -1.9% | -10.1% | +8.2% | +2.2% |
| 3M | -6.2% | -5.1% | -1.1% | -4.6% |
| 6M | -14.0% | -4.8% | -9.2% | -12.9% |
| YTD | -5.1% | -0.2% | -4.9% | -5.8% |
| 1Y | -9.6% | -6.6% | -2.9% | -7.9% |
| All | -46.8% | -22.5% | -24.3% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling