+1,309.1%
WDC vs STZ
-13.0%
+1,322.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +7.5% | -6.0% | +13.5% | +9.9% |
| 30D | +10.1% | -8.9% | +18.9% | +13.5% |
| 3M | -6.8% | -12.6% | +5.7% | -3.6% |
| 6M | +84.1% | -17.2% | +101.4% | +93.2% |
| YTD | +180.3% | -10.0% | +190.3% | +179.3% |
| 1Y | +411.1% | -14.3% | +425.4% | +419.9% |
| 3Y | +1,375.0% | -49.9% | +1,424.9% | +1,790.8% |
| 5Y | +991.6% | -38.2% | +1,029.8% | +1,121.3% |
| 10Y | +1,309.1% | -12.0% | +1,321.1% | +1,236.0% |
| All | +1,309.1% | -13.0% | +1,322.1% | +1,236.0% |
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 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