STATA - Finance - Portfolio Volatility

Hi all,

I am experiencing difficulties to calculate portfolio volatility each period ("rebalance") given the following variables (enclosed). Correlation ("corr_Nt") across assets ("ticker") remains constant within a period. It is an equally weighted portfolio but weight changes each period (# of stocks changes each period). "ret" and "std_q" are the returns and the standard deviation of the asset for a given period, respectively.

Thanks a lot for your help!
If you have individual volatility the variance of the sum of two variables equals the sum of the variances. You will have just different weights.