+226.1%
ACWI vs DVA
+192.4%
+33.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.6% | +0.3% |
| 7D | +2.7% | -10.7% | +13.3% | +4.5% |
| 30D | -2.6% | -4.4% | +1.8% | -2.1% |
| 3M | -3.2% | -4.1% | +0.9% | -2.9% |
| 6M | +1.9% | -13.2% | +15.1% | +3.3% |
| YTD | +11.3% | +53.2% | -41.9% | +0.7% |
| 1Y | +11.7% | +40.8% | -29.2% | +2.6% |
| 3Y | +74.4% | +109.7% | -35.4% | +44.5% |
| 5Y | +59.5% | +64.5% | -5.0% | +34.6% |
| All | +226.1% | +192.4% | +33.8% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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