+5,348.3%
WMB vs STZ
+9,621.1%
-4,272.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +3.3% | -1.9% | +5.1% | +3.6% |
| 3M | +3.1% | -6.2% | +9.4% | +4.6% |
| 6M | -0.7% | -14.0% | +13.3% | +2.6% |
| YTD | +25.2% | -5.1% | +30.3% | +25.6% |
| 1Y | +32.9% | -9.6% | +42.4% | +34.6% |
| 3Y | +140.6% | -47.2% | +187.8% | +175.3% |
| 5Y | +273.5% | -33.6% | +307.0% | +299.7% |
| 10Y | +334.2% | -9.8% | +344.0% | +321.3% |
| All | +5,348.3% | +9,621.1% | -4,272.8% | +2,398.5% |
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