+49.3%
WM vs STZ
-36.0%
+85.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +4.5% | +11.8% | -7.3% | +2.9% |
| 30D | +16.1% | +26.0% | -9.9% | +12.7% |
| 3M | +8.0% | +11.5% | -3.5% | +6.3% |
| 6M | +8.4% | -2.0% | +10.4% | +8.0% |
| YTD | +11.2% | +7.9% | +3.4% | +9.3% |
| 1Y | +22.3% | +13.9% | +8.4% | +19.3% |
| All | +49.3% | -36.0% | +85.3% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling