+76.8%
ACWI vs STZ
-47.3%
+124.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.5% | -1.9% | +2.4% | +0.7% |
| 30D | +0.9% | -1.9% | +2.7% | +1.0% |
| 3M | +2.4% | -6.2% | +8.6% | +3.0% |
| 6M | +12.4% | -14.0% | +26.4% | +14.2% |
| YTD | +15.2% | -5.1% | +20.3% | +14.6% |
| 1Y | +22.7% | -9.6% | +32.3% | +23.0% |
| All | +76.8% | -47.3% | +124.1% | +92.6% |
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