+63.3%
WM vs STZ
-27.7%
+91.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +4.5% | +11.8% | -7.3% | +2.3% |
| 30D | +16.1% | +26.0% | -9.9% | +11.2% |
| 3M | +8.0% | +11.5% | -3.5% | +5.7% |
| 6M | +8.4% | -2.0% | +10.4% | +8.3% |
| YTD | +11.2% | +7.9% | +3.4% | +8.5% |
| 1Y | +22.3% | +13.9% | +8.4% | +17.9% |
| 3Y | +50.2% | -35.8% | +86.1% | +60.2% |
| 5Y | +63.3% | -28.4% | +91.7% | +64.8% |
| All | +63.3% | -27.7% | +91.0% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling