+118.2%
WFC vs STZ
+11.6%
+106.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | +5.3% | -4.5% | -1.2% |
| 30D | +3.3% | +19.6% | -16.3% | -4.0% |
| 3M | -1.4% | +10.0% | -11.4% | -5.6% |
| 6M | +14.7% | -0.3% | +15.0% | +13.7% |
| YTD | -5.9% | +8.6% | -14.5% | -11.3% |
| 1Y | +1.8% | +16.6% | -14.7% | -7.2% |
| 3Y | +124.9% | -34.8% | +159.7% | +156.7% |
| 5Y | +92.7% | -27.8% | +120.6% | +105.6% |
| 10Y | +118.2% | +12.5% | +105.7% | +102.9% |
| All | +118.2% | +11.6% | +106.7% | +102.9% |
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