+23,894.7%
WDC vs STZ
+11,023.3%
+12,871.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.4% | +9.2% |
| 7D | -14.4% | +3.4% | -17.9% | -15.2% |
| 30D | -27.1% | +19.6% | -46.7% | -30.9% |
| 3M | -33.3% | +8.0% | -41.3% | -35.4% |
| 6M | -39.6% | -0.3% | -39.3% | -40.9% |
| YTD | +68.4% | +8.6% | +59.8% | +59.6% |
| 1Y | +78.2% | +17.3% | +60.8% | +65.0% |
| 3Y | +772.0% | -34.7% | +806.7% | +834.9% |
| 5Y | +584.9% | -27.6% | +612.5% | +610.5% |
| 10Y | +653.4% | +11.8% | +641.7% | +593.8% |
| All | +23,894.7% | +11,023.3% | +12,871.4% | +6,756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling