+33.2%
WAT vs STZ
-29.4%
+62.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +0.6% | +2.6% | -2.0% | -0.2% |
| 30D | +5.4% | +15.2% | -9.8% | +0.4% |
| 3M | +11.3% | +7.6% | +3.7% | +8.2% |
| 6M | +37.4% | +5.3% | +32.1% | +33.9% |
| YTD | +21.2% | +8.6% | +12.5% | +15.0% |
| 1Y | +21.3% | +15.6% | +5.8% | +11.9% |
| 3Y | +83.4% | -35.2% | +118.5% | +109.2% |
| All | +33.2% | -29.4% | +62.5% | +43.8% |
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