+12,001.8%
WAT vs STZ
+3,916.6%
+8,085.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | -1.1% | +4.9% | -6.0% | -2.2% |
| 30D | +5.0% | +20.9% | -15.9% | +0.2% |
| 3M | +14.5% | +8.0% | +6.5% | +12.0% |
| 6M | +30.9% | -5.3% | +36.2% | +31.5% |
| YTD | +20.5% | +5.9% | +14.5% | +17.4% |
| 1Y | +23.3% | +14.2% | +9.1% | +18.0% |
| 3Y | +81.5% | -37.0% | +118.4% | +97.4% |
| 5Y | +33.4% | -29.7% | +63.1% | +41.3% |
| 10Y | +231.5% | +5.2% | +226.3% | +214.6% |
| All | +12,001.8% | +3,916.6% | +8,085.3% | +6,584.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling