+5,050.8%
WFC vs STZ
+9,621.1%
-4,570.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +3.8% | -1.9% | +5.7% | +4.3% |
| 30D | +1.5% | -1.9% | +3.4% | +1.9% |
| 3M | +10.9% | -6.2% | +17.1% | +12.4% |
| 6M | +8.4% | -14.0% | +22.4% | +12.4% |
| YTD | -1.9% | -5.1% | +3.2% | -1.6% |
| 1Y | +12.3% | -9.6% | +21.9% | +13.8% |
| 3Y | +132.3% | -47.2% | +179.6% | +169.5% |
| 5Y | +130.1% | -33.6% | +163.7% | +148.7% |
| 10Y | +134.4% | -9.8% | +144.2% | +129.2% |
| All | +5,050.8% | +9,621.1% | -4,570.3% | +1,953.4% |
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 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