+3,855.1%
WMT vs STZ
+9,621.1%
-5,766.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +3.9% | -1.9% | +5.8% | +4.2% |
| 30D | -4.4% | -1.9% | -2.5% | -4.2% |
| 3M | -8.8% | -6.2% | -2.6% | -8.0% |
| 6M | -15.6% | -14.0% | -1.6% | -13.9% |
| YTD | -3.2% | -5.1% | +1.9% | -2.9% |
| 1Y | +7.0% | -9.6% | +16.6% | +8.0% |
| 3Y | +105.3% | -47.2% | +152.5% | +122.5% |
| 5Y | +129.3% | -33.6% | +162.8% | +139.4% |
| 10Y | +423.9% | -9.8% | +433.7% | +411.3% |
| All | +3,855.1% | +9,621.1% | -5,766.0% | +1,752.0% |
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