+130.8%
WMT vs STZ
-38.0%
+168.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -0.2% | -6.0% | +5.8% | +0.9% |
| 30D | -5.8% | -8.9% | +3.0% | -4.2% |
| 3M | -10.8% | -12.6% | +1.8% | -8.6% |
| 6M | -14.3% | -17.2% | +2.9% | -11.5% |
| YTD | -4.4% | -10.0% | +5.6% | -3.2% |
| 1Y | +4.3% | -14.3% | +18.6% | +6.6% |
| 3Y | +100.1% | -49.9% | +150.0% | +129.8% |
| 5Y | +130.8% | -38.2% | +169.1% | +150.5% |
| All | +130.8% | -38.0% | +168.8% | +150.5% |
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 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