+148.4%
WEC vs STZ
-13.0%
+161.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +0.4% | -6.0% | +6.4% | +2.0% |
| 30D | +0.9% | -8.9% | +9.8% | +3.3% |
| 3M | -5.3% | -12.6% | +7.2% | -2.2% |
| 6M | -6.6% | -17.2% | +10.6% | -2.3% |
| YTD | +3.3% | -10.0% | +13.3% | +5.0% |
| 1Y | +2.1% | -14.3% | +16.4% | +4.8% |
| 3Y | +39.6% | -49.9% | +89.5% | +65.5% |
| 5Y | +31.2% | -38.2% | +69.4% | +44.9% |
| 10Y | +148.4% | -12.0% | +160.4% | +128.0% |
| All | +148.4% | -13.0% | +161.5% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling