+222.2%
ACWI vs STZ
+12.5%
+209.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.9% |
| 7D | +0.3% | +3.4% | -3.1% | -0.6% |
| 30D | -2.8% | +19.6% | -22.4% | -7.7% |
| 3M | -3.2% | +8.0% | -11.2% | -5.6% |
| 6M | +1.3% | -0.3% | +1.5% | +0.6% |
| YTD | +11.2% | +8.6% | +2.7% | +6.6% |
| 1Y | +13.8% | +17.3% | -3.6% | +6.2% |
| 3Y | +76.2% | -34.7% | +110.9% | +94.5% |
| 5Y | +59.5% | -27.6% | +87.1% | +68.4% |
| 10Y | +222.2% | +11.8% | +210.4% | +198.0% |
| All | +222.2% | +12.5% | +209.7% | +198.0% |
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 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