+356.8%
ACWI vs COO
+721.8%
-365.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +0.5% | -2.2% | +2.7% | +1.2% |
| 30D | +0.9% | -7.0% | +7.9% | +3.3% |
| 3M | +2.4% | +12.2% | -9.8% | -2.2% |
| 6M | +12.4% | -15.1% | +27.5% | +17.9% |
| YTD | +15.2% | -15.1% | +30.3% | +20.7% |
| 1Y | +22.7% | +2.3% | +20.4% | +20.0% |
| 3Y | +75.8% | -23.7% | +99.5% | +84.4% |
| 5Y | +67.7% | -38.9% | +106.6% | +87.4% |
| 10Y | +229.0% | +49.9% | +179.1% | +162.8% |
| All | +356.8% | +721.8% | -365.0% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling