+4,628.5%
WMT vs STZ
+11,030.9%
-6,402.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +2.0% | +2.6% | -0.5% | +1.7% |
| 30D | +10.3% | +15.2% | -4.9% | +8.0% |
| 3M | +11.0% | +7.6% | +3.3% | +9.6% |
| 6M | -2.3% | +5.3% | -7.6% | -3.3% |
| YTD | +15.7% | +8.6% | +7.1% | +13.7% |
| 1Y | +26.0% | +15.6% | +10.4% | +22.6% |
| 3Y | +136.5% | -35.2% | +171.7% | +148.5% |
| 5Y | +176.8% | -29.1% | +205.9% | +186.2% |
| 10Y | +537.5% | +12.9% | +524.6% | +502.4% |
| All | +4,628.5% | +11,030.9% | -6,402.5% | +2,068.7% |
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