+264.5%
WMB vs STZ
+3.4%
+261.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -13.8% | +4.9% | -18.7% | -15.3% |
| 30D | -10.3% | +20.9% | -31.2% | -16.2% |
| 3M | -10.1% | +8.0% | -18.0% | -13.0% |
| 6M | -11.8% | -5.3% | -6.6% | -11.2% |
| YTD | +8.9% | +5.9% | +3.0% | +4.4% |
| 1Y | +14.0% | +14.2% | -0.2% | +5.9% |
| 3Y | +100.5% | -37.0% | +137.5% | +126.9% |
| 5Y | +179.5% | -29.7% | +209.2% | +196.3% |
| All | +264.5% | +3.4% | +261.1% | +226.1% |
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 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