+411.1%
WDC vs STZ
-14.3%
+425.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +1.2% |
| 7D | +7.5% | -6.0% | +13.5% | +5.5% |
| 30D | +10.1% | -8.9% | +18.9% | +7.2% |
| 3M | -6.8% | -12.6% | +5.7% | -9.4% |
| 6M | +84.1% | -17.2% | +101.4% | +79.4% |
| YTD | +180.3% | -10.0% | +190.3% | +157.2% |
| 1Y | +411.1% | -14.3% | +425.4% | +404.3% |
| All | +411.1% | -14.3% | +425.4% | +404.3% |
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