+2,437.9%
WM vs STZ
+9,621.1%
-7,183.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | -2.4% | -1.9% | -0.5% | -2.1% |
| 3M | +0.4% | -6.2% | +6.7% | +1.4% |
| 6M | -9.5% | -14.0% | +4.5% | -7.5% |
| YTD | +0.5% | -5.1% | +5.6% | +0.8% |
| 1Y | -1.1% | -9.6% | +8.5% | -0.1% |
| 3Y | +46.0% | -47.2% | +93.3% | +59.6% |
| 5Y | +51.8% | -33.6% | +85.4% | +59.1% |
| 10Y | +307.5% | -9.8% | +317.3% | +299.3% |
| All | +2,437.9% | +9,621.1% | -7,183.2% | +1,438.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling