+81.5%
WAT vs STZ
-37.2%
+118.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | -1.1% | +4.9% | -6.0% | -2.3% |
| 30D | +5.0% | +20.9% | -15.9% | -0.5% |
| 3M | +14.5% | +8.0% | +6.5% | +11.8% |
| 6M | +30.9% | -5.3% | +36.2% | +32.7% |
| YTD | +20.5% | +5.9% | +14.5% | +15.9% |
| 1Y | +23.3% | +14.2% | +9.1% | +14.9% |
| 3Y | +81.5% | -37.0% | +118.4% | +99.7% |
| All | +81.5% | -37.2% | +118.7% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling