+30.9%
WAT vs STZ
-4.7%
+35.6%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +0.8% |
| 7D | -1.1% | +4.9% | -6.0% | -0.6% |
| 30D | +5.0% | +20.9% | -15.9% | +6.0% |
| 3M | +14.5% | +8.0% | +6.5% | +16.0% |
| 6M | +30.9% | -5.3% | +36.2% | +33.6% |
| All | +30.9% | -4.7% | +35.6% | +33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling