+30.2%
WAT vs STZ
-16.0%
+46.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.8% |
| 7D | -0.7% | -7.4% | +6.7% | +0.3% |
| 30D | -1.0% | -10.9% | +9.9% | +0.5% |
| 3M | +10.9% | -13.4% | +24.3% | +12.9% |
| 6M | +33.2% | -16.2% | +49.4% | +36.0% |
| YTD | +6.1% | -10.4% | +16.5% | +5.2% |
| 1Y | +30.2% | -14.8% | +45.0% | +32.6% |
| All | +30.2% | -16.0% | +46.2% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling