+523.5%
WDC vs STZ
-29.4%
+552.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.4% |
| 7D | -28.0% | +4.9% | -32.9% | -28.1% |
| 30D | -34.9% | +20.9% | -55.8% | -35.9% |
| 3M | -41.6% | +8.0% | -49.5% | -41.9% |
| 6M | -45.4% | -5.3% | -40.1% | -44.6% |
| YTD | +53.3% | +5.9% | +47.4% | +49.0% |
| 1Y | +61.5% | +14.2% | +47.3% | +53.7% |
| 3Y | +712.3% | -37.0% | +749.3% | +798.1% |
| All | +523.5% | -29.4% | +552.8% | +549.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling