+3,320.3%
WEC vs STZ
+10,752.7%
-7,432.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.8% |
| 7D | -0.2% | +4.9% | -5.1% | -0.8% |
| 30D | +12.3% | +20.9% | -8.6% | +9.4% |
| 3M | +8.3% | +8.0% | +0.3% | +7.0% |
| 6M | +3.5% | -5.3% | +8.8% | +3.9% |
| YTD | +12.7% | +5.9% | +6.8% | +11.3% |
| 1Y | +8.2% | +14.2% | -6.0% | +5.6% |
| 3Y | +55.9% | -37.0% | +92.8% | +63.7% |
| 5Y | +51.2% | -29.7% | +81.0% | +56.3% |
| 10Y | +177.6% | +5.2% | +172.5% | +169.0% |
| All | +3,320.3% | +10,752.7% | -7,432.4% | +2,326.0% |
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 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