+9,818.1%
STZ vs WY
+435.3%
+9,382.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.9% | -1.7% | -0.2% | -1.4% |
| 30D | -1.9% | -10.1% | +8.2% | +1.2% |
| 3M | -6.2% | -5.1% | -1.1% | -5.0% |
| 6M | -14.0% | -4.8% | -9.2% | -13.1% |
| YTD | -5.1% | -0.2% | -4.9% | -5.5% |
| 1Y | -9.6% | -6.6% | -2.9% | -8.3% |
| 3Y | -47.2% | -22.7% | -24.5% | -44.0% |
| 5Y | -33.6% | -22.2% | -11.4% | -30.7% |
| 10Y | -9.8% | +7.3% | -17.1% | -18.8% |
| All | +9,818.1% | +435.3% | +9,382.8% | +5,565.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling