+235.9%
WAT vs STZ
+12.2%
+223.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +0.7% | -0.9% | +1.6% | +1.0% |
| 30D | +9.0% | +14.9% | -5.9% | +3.6% |
| 3M | +13.5% | +8.4% | +5.0% | +9.7% |
| 6M | +35.3% | +2.8% | +32.5% | +32.5% |
| YTD | +24.0% | +7.5% | +16.4% | +18.3% |
| 1Y | +22.0% | +12.5% | +9.4% | +14.2% |
| 3Y | +84.0% | -35.4% | +119.4% | +108.0% |
| 5Y | +34.4% | -29.3% | +63.6% | +46.1% |
| All | +235.9% | +12.2% | +223.7% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling