+330.3%
WM vs STZ
+13.4%
+316.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +3.2% | +2.6% | +0.6% | +2.5% |
| 30D | +13.0% | +15.2% | -2.2% | +8.8% |
| 3M | +9.2% | +7.6% | +1.6% | +6.9% |
| 6M | +13.6% | +5.3% | +8.4% | +11.6% |
| YTD | +12.4% | +8.6% | +3.8% | +8.5% |
| 1Y | +21.2% | +15.6% | +5.6% | +14.8% |
| 3Y | +48.7% | -35.2% | +83.8% | +62.7% |
| 5Y | +61.9% | -29.1% | +91.0% | +70.2% |
| All | +330.3% | +13.4% | +316.9% | +292.5% |
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