+113.2%
WDC vs STZ
+14.7%
+98.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.3% | -12.1% | -3.7% |
| 7D | -18.3% | +13.0% | -31.3% | -12.1% |
| 30D | -26.7% | +29.4% | -56.1% | -16.0% |
| 3M | -40.9% | +11.6% | -52.5% | -35.9% |
| 6M | -26.8% | -0.2% | -26.5% | -21.2% |
| YTD | +88.2% | +8.6% | +79.6% | +90.6% |
| 1Y | +113.2% | +15.9% | +97.3% | +127.0% |
| All | +113.2% | +14.7% | +98.5% | +127.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling