+200.8%
WMB vs STZ
-29.4%
+230.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +7.8% | +2.6% | +5.3% | +7.5% |
| 30D | -5.1% | +15.2% | -20.3% | -7.2% |
| 3M | -4.7% | +7.6% | -12.4% | -5.9% |
| 6M | -7.4% | +5.3% | -12.7% | -8.3% |
| YTD | +17.5% | +8.6% | +8.8% | +14.7% |
| 1Y | +19.5% | +15.6% | +3.9% | +15.1% |
| 3Y | +121.3% | -35.2% | +156.4% | +138.9% |
| All | +200.8% | -29.4% | +230.2% | +209.4% |
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 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