+226.7%
ACWI vs COO
+49.3%
+177.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +0.5% | -2.2% | +2.7% | +1.3% |
| 30D | +0.9% | -7.0% | +7.9% | +3.3% |
| 3M | +2.4% | +12.2% | -9.8% | -2.3% |
| 6M | +12.4% | -15.1% | +27.5% | +18.1% |
| YTD | +15.2% | -15.1% | +30.3% | +20.9% |
| 1Y | +22.7% | +2.3% | +20.4% | +19.9% |
| 3Y | +75.8% | -23.7% | +99.5% | +84.8% |
| 5Y | +67.7% | -38.9% | +106.6% | +88.9% |
| All | +226.7% | +49.3% | +177.4% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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