+139.3%
WFC vs STZ
-47.2%
+186.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +3.8% | -1.9% | +5.7% | +4.0% |
| 30D | +1.5% | -1.9% | +3.4% | +1.6% |
| 3M | +10.9% | -6.2% | +17.1% | +11.4% |
| 6M | +8.4% | -14.0% | +22.4% | +9.9% |
| YTD | -1.9% | -5.1% | +3.2% | -2.1% |
| 1Y | +12.3% | -9.6% | +21.9% | +12.8% |
| All | +139.3% | -47.2% | +186.6% | +153.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling