+10,726.6%
WAT vs STZ
+3,497.8%
+7,228.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.3% | -1.9% | +0.6% | -0.8% |
| 30D | +2.3% | -1.9% | +4.2% | +2.7% |
| 3M | +8.7% | -6.2% | +15.0% | +10.0% |
| 6M | +28.3% | -14.0% | +42.3% | +32.1% |
| YTD | +7.8% | -5.1% | +12.9% | +8.1% |
| 1Y | +36.6% | -9.6% | +46.2% | +38.4% |
| 3Y | +45.7% | -47.2% | +92.9% | +65.6% |
| 5Y | -3.3% | -33.6% | +30.3% | +4.2% |
| 10Y | +162.1% | -9.8% | +171.9% | +158.1% |
| All | +10,726.6% | +3,497.8% | +7,228.8% | +6,054.5% |
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 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