+3,353.9%
WEC vs STZ
+11,023.3%
-7,669.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.4% | +5.3% | -3.9% | +0.7% |
| 30D | +12.8% | +19.6% | -6.8% | +10.1% |
| 3M | +11.2% | +10.0% | +1.3% | +9.7% |
| 6M | +6.6% | -0.3% | +6.9% | +6.4% |
| YTD | +13.8% | +8.6% | +5.3% | +12.0% |
| 1Y | +7.6% | +16.6% | -8.9% | +4.8% |
| 3Y | +62.2% | -34.8% | +97.0% | +69.6% |
| 5Y | +52.0% | -27.8% | +79.8% | +56.5% |
| 10Y | +189.4% | +12.5% | +176.9% | +178.2% |
| All | +3,353.9% | +11,023.3% | -7,669.3% | +2,341.7% |
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