+356.8%
ACWI vs DVA
+658.7%
-301.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | +0.5% | +1.8% | -1.3% | 0.0% |
| 30D | +0.9% | -2.5% | +3.4% | +1.5% |
| 3M | +2.4% | -4.3% | +6.7% | +2.7% |
| 6M | +12.4% | +18.9% | -6.5% | +5.0% |
| YTD | +15.2% | +61.9% | -46.8% | -2.8% |
| 1Y | +22.7% | +35.7% | -13.0% | +8.9% |
| 3Y | +75.8% | +78.6% | -2.9% | +37.3% |
| 5Y | +67.7% | +39.2% | +28.5% | +36.8% |
| 10Y | +229.0% | +184.0% | +45.0% | +84.7% |
| All | +356.8% | +658.7% | -301.9% | +40.4% |
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 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