+38,594.7%
WDC vs STZ
+9,621.1%
+28,973.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.1% |
| 7D | +1.7% | -1.9% | +3.7% | +2.3% |
| 30D | -10.0% | -1.9% | -8.1% | -9.8% |
| 3M | -18.8% | -6.2% | -12.5% | -18.3% |
| 6M | +79.0% | -14.0% | +93.0% | +83.5% |
| YTD | +171.6% | -5.1% | +176.7% | +169.2% |
| 1Y | +417.4% | -9.6% | +427.0% | +419.1% |
| 3Y | +1,251.8% | -47.2% | +1,299.0% | +1,450.2% |
| 5Y | +911.7% | -33.6% | +945.3% | +982.5% |
| 10Y | +1,399.6% | -9.8% | +1,409.4% | +1,370.4% |
| All | +38,594.7% | +9,621.1% | +28,973.6% | +11,465.8% |
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