+12.0%
WBD vs STZ
-10.3%
+22.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +0.3% |
| 7D | -0.6% | -4.1% | +3.5% | +0.9% |
| 30D | +4.2% | -7.6% | +11.8% | +7.0% |
| 3M | +7.5% | -12.3% | +19.8% | +12.3% |
| 6M | +1.6% | -16.3% | +17.9% | +7.3% |
| YTD | -2.2% | -8.4% | +6.2% | -1.2% |
| 1Y | +124.9% | -10.8% | +135.7% | +128.6% |
| 3Y | +149.1% | -49.0% | +198.1% | +216.0% |
| 5Y | +7.8% | -36.5% | +44.3% | +25.1% |
| All | +12.0% | -10.3% | +22.3% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling