+70.6%
ACWI vs STZ
-36.0%
+106.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.8% |
| 7D | -4.0% | +11.8% | -15.8% | -5.0% |
| 30D | -5.8% | +26.0% | -31.8% | -8.1% |
| 3M | -5.0% | +11.5% | -16.6% | -6.1% |
| 6M | +0.7% | -2.0% | +2.7% | +1.0% |
| YTD | +8.4% | +7.9% | +0.6% | +6.5% |
| 1Y | +10.1% | +13.9% | -3.8% | +7.0% |
| All | +70.6% | -36.0% | +106.7% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling