Stock and ETF performance explorer

ACWI vs EFV

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	EFV	Excess	Alpha
1D	-0.8%	-0.3%	-0.6%	N/A
7D	-1.9%	-2.0%	+0.1%	N/A
All	-1.9%	-1.9%	-0.1%	N/A

Daily percentage return beside EFV.

Portfolio return minus EFV return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.