+90.4%
WFC vs STZ
-29.4%
+119.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +1.2% | +4.9% | -3.7% | +0.2% |
| 30D | +5.2% | +20.9% | -15.7% | +0.8% |
| 3M | -3.0% | +8.0% | -11.0% | -4.9% |
| 6M | +6.2% | -5.3% | +11.5% | +7.1% |
| YTD | -7.9% | +5.9% | -13.8% | -10.5% |
| 1Y | +0.3% | +14.2% | -13.9% | -4.7% |
| 3Y | +117.7% | -37.0% | +154.7% | +140.7% |
| All | +90.4% | -29.4% | +119.8% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling