+302.1%
WMB vs STZ
-14.3%
+316.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.6% | +7.9% | +4.1% |
| 7D | +0.8% | -7.4% | +8.2% | +3.3% |
| 30D | +7.7% | -10.9% | +18.6% | +11.7% |
| 3M | +6.7% | -13.4% | +20.1% | +11.6% |
| 6M | +3.6% | -16.2% | +19.8% | +9.0% |
| YTD | +28.0% | -10.4% | +38.4% | +30.4% |
| 1Y | +37.6% | -14.8% | +52.4% | +42.2% |
| 3Y | +149.0% | -50.1% | +199.2% | +208.6% |
| 5Y | +285.3% | -38.8% | +324.1% | +328.9% |
| 10Y | +302.1% | -14.1% | +316.2% | +273.4% |
| All | +302.1% | -14.3% | +316.4% | +273.4% |
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