+330.0%
ACWI vs DVA
+689.1%
-359.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.4% |
| 7D | -2.4% | +2.1% | -4.4% | -2.9% |
| 30D | -5.2% | +8.2% | -13.4% | -7.4% |
| 3M | -4.8% | +5.9% | -10.7% | -6.8% |
| 6M | -1.3% | -1.3% | 0.0% | -2.4% |
| YTD | +8.4% | +68.4% | -60.0% | -9.8% |
| 1Y | +11.0% | +57.5% | -46.4% | -5.9% |
| 3Y | +70.6% | +142.3% | -71.8% | +21.7% |
| 5Y | +55.3% | +75.0% | -19.7% | +16.5% |
| 10Y | +223.2% | +226.4% | -3.2% | +70.5% |
| All | +330.0% | +689.1% | -359.1% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling