+421.1%
WMT vs STZ
-10.3%
+431.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | -2.5% | -4.1% | +1.6% | -1.8% |
| 30D | -6.4% | -7.6% | +1.2% | -5.2% |
| 3M | -12.1% | -12.3% | +0.2% | -10.2% |
| 6M | -15.0% | -16.3% | +1.3% | -12.6% |
| YTD | -4.5% | -8.4% | +3.9% | -3.6% |
| 1Y | +6.2% | -10.8% | +17.0% | +7.5% |
| 3Y | +99.9% | -49.0% | +148.9% | +121.8% |
| 5Y | +131.4% | -36.5% | +167.9% | +146.3% |
| All | +421.1% | -10.3% | +431.4% | +425.2% |
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