+18.7%
WM vs STZ
+16.2%
+2.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.2% | +5.3% | -4.2% | +0.2% |
| 30D | +13.7% | +19.6% | -5.9% | +10.7% |
| 3M | +5.2% | +10.0% | -4.7% | +3.3% |
| 6M | +11.2% | -0.3% | +11.4% | +9.6% |
| YTD | +9.4% | +8.6% | +0.9% | +7.3% |
| All | +18.7% | +16.2% | +2.5% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling