+772.0%
WDC vs STZ
-35.4%
+807.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.4% | +10.2% |
| 7D | -14.4% | +3.4% | -17.9% | -13.9% |
| 30D | -27.1% | +19.6% | -46.7% | -25.3% |
| 3M | -33.3% | +8.0% | -41.3% | -31.9% |
| 6M | -39.6% | -0.3% | -39.3% | -38.0% |
| YTD | +68.4% | +8.6% | +59.8% | +69.0% |
| 1Y | +78.2% | +17.3% | +60.8% | +77.1% |
| 3Y | +772.0% | -34.7% | +806.7% | +777.2% |
| All | +772.0% | -35.4% | +807.4% | +777.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling