+221.6%
ACWI vs COO
+38.3%
+183.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.2% | +4.5% | -4.7% | -1.6% |
| 30D | -3.3% | +16.9% | -20.2% | -8.2% |
| 3M | -3.4% | -16.7% | +13.3% | +1.9% |
| 6M | +0.8% | +5.9% | -5.1% | -2.9% |
| YTD | +10.7% | -22.4% | +33.1% | +18.9% |
| 1Y | +11.6% | -10.1% | +21.7% | +13.4% |
| 3Y | +73.4% | -22.8% | +96.2% | +78.9% |
| 5Y | +60.2% | -41.4% | +101.6% | +81.0% |
| 10Y | +221.6% | +41.3% | +180.3% | +177.7% |
| All | +221.6% | +38.3% | +183.2% | +177.7% |
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