+227.1%
ACWI vs DD
+99.0%
+128.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -0.7% | +3.2% | -3.9% | -1.8% |
| 30D | -2.0% | +20.3% | -22.3% | -8.5% |
| 3M | -2.2% | +8.2% | -10.3% | -5.2% |
| 6M | +1.9% | +3.4% | -1.5% | 0.0% |
| YTD | +12.0% | +30.6% | -18.6% | +0.3% |
| 1Y | +12.5% | +30.6% | -18.1% | +0.7% |
| 3Y | +75.4% | +91.1% | -15.7% | +32.4% |
| 5Y | +61.5% | +68.6% | -7.1% | +25.3% |
| 10Y | +227.1% | +99.9% | +127.2% | +118.9% |
| All | +227.1% | +99.0% | +128.1% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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