+87.7%
WDC vs STZ
+12.7%
+75.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.5% |
| 7D | +16.3% | 0.0% | +16.3% | +16.1% |
| 30D | -18.3% | +14.7% | -33.0% | -11.3% |
| 3M | -31.4% | +8.8% | -40.2% | -26.6% |
| 6M | -36.3% | +3.1% | -39.4% | -31.9% |
| YTD | +80.8% | +7.9% | +73.0% | +81.1% |
| 1Y | +87.7% | +14.2% | +73.5% | +82.6% |
| All | +87.7% | +12.7% | +75.0% | +82.6% |
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