+3,027.2%
WEC vs STZ
+9,621.1%
-6,593.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.3% | -1.9% | +1.7% | 0.0% |
| 30D | -1.3% | -1.9% | +0.6% | -1.1% |
| 3M | -3.9% | -6.2% | +2.3% | -3.2% |
| 6M | -8.3% | -14.0% | +5.7% | -6.7% |
| YTD | +3.1% | -5.1% | +8.2% | +3.4% |
| 1Y | +1.9% | -9.6% | +11.5% | +2.7% |
| 3Y | +41.9% | -47.2% | +89.2% | +52.8% |
| 5Y | +30.8% | -33.6% | +64.4% | +36.4% |
| 10Y | +141.9% | -9.8% | +151.7% | +139.1% |
| All | +3,027.2% | +9,621.1% | -6,593.9% | +2,153.1% |
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