+152.6%
WAT vs STZ
-14.3%
+166.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +0.4% |
| 7D | -0.7% | -7.4% | +6.7% | +1.9% |
| 30D | -1.0% | -10.9% | +9.9% | +2.9% |
| 3M | +10.9% | -13.4% | +24.3% | +15.9% |
| 6M | +33.2% | -16.2% | +49.4% | +40.2% |
| YTD | +6.1% | -10.4% | +16.5% | +8.3% |
| 1Y | +30.2% | -14.8% | +45.0% | +35.1% |
| 3Y | +52.9% | -50.1% | +103.0% | +89.9% |
| 5Y | -5.1% | -38.8% | +33.7% | +8.8% |
| 10Y | +152.6% | -14.1% | +166.7% | +144.5% |
| All | +152.6% | -14.3% | +166.9% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STZ 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling