-3.2%
WAT vs STZ
-33.3%
+30.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.3% | -1.9% | +0.6% | -0.6% |
| 30D | +2.3% | -1.9% | +4.2% | +2.8% |
| 3M | +8.7% | -6.2% | +15.0% | +10.5% |
| 6M | +28.3% | -14.0% | +42.3% | +34.0% |
| YTD | +7.8% | -5.1% | +12.9% | +7.3% |
| 1Y | +36.6% | -9.6% | +46.2% | +38.4% |
| 3Y | +45.7% | -47.2% | +92.9% | +79.6% |
| All | -3.2% | -33.3% | +30.1% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling