+11.7%
ACWI vs DD
+29.4%
-17.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +2.7% | +6.7% | -4.1% | +0.9% |
| 30D | -2.6% | +19.4% | -22.0% | -7.2% |
| 3M | -3.2% | +7.6% | -10.8% | -5.1% |
| 6M | +1.9% | +2.9% | -1.0% | +0.9% |
| YTD | +11.3% | +29.9% | -18.5% | +2.8% |
| 1Y | +11.7% | +28.6% | -17.0% | +3.3% |
| All | +11.7% | +29.4% | -17.8% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling