+12.5%
ACWI vs STZ
+15.1%
-2.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.2% |
| 7D | -0.7% | -0.9% | +0.3% | -0.7% |
| 30D | -2.0% | +14.9% | -16.9% | -1.8% |
| 3M | -2.2% | +8.4% | -10.6% | -1.9% |
| 6M | +1.9% | +2.8% | -0.9% | +2.2% |
| YTD | +12.0% | +7.5% | +4.5% | +11.0% |
| 1Y | +12.5% | +12.5% | 0.0% | +11.1% |
| All | +12.5% | +15.1% | -2.6% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling