+23,846.7%
WDC vs STZ
+11,023.3%
+12,823.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -16.7% | +5.3% | -22.1% | -17.9% |
| 30D | -27.2% | +19.6% | -46.8% | -31.0% |
| 3M | -34.0% | +10.0% | -44.0% | -36.4% |
| 6M | -39.7% | -0.3% | -39.5% | -41.1% |
| YTD | +68.1% | +8.6% | +59.5% | +59.2% |
| 1Y | +66.3% | +16.6% | +49.7% | +54.3% |
| 3Y | +754.4% | -34.8% | +789.2% | +816.4% |
| 5Y | +595.8% | -27.8% | +623.6% | +622.4% |
| 10Y | +660.4% | +12.5% | +647.9% | +599.1% |
| All | +23,846.7% | +11,023.3% | +12,823.4% | +6,742.3% |
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 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