+336.4%
WM vs STZ
+3.4%
+333.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | +1.2% | +4.9% | -3.7% | -0.1% |
| 30D | +13.1% | +20.9% | -7.8% | +7.6% |
| 3M | +3.6% | +8.0% | -4.4% | +1.3% |
| 6M | +8.1% | -5.3% | +13.4% | +9.1% |
| YTD | +8.9% | +5.9% | +3.0% | +5.9% |
| 1Y | +20.3% | +14.2% | +6.1% | +14.4% |
| 3Y | +46.2% | -37.0% | +83.1% | +61.0% |
| 5Y | +59.9% | -29.7% | +89.6% | +68.3% |
| All | +336.4% | +3.4% | +333.1% | +309.0% |
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