+231.8%
ACWI vs NWSA
+144.0%
+87.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | 0.0% | -3.1% | +3.1% | +1.1% |
| 30D | -0.6% | +4.3% | -4.9% | -2.1% |
| 3M | +4.3% | +9.2% | -5.0% | +0.6% |
| 6M | +12.7% | +21.6% | -8.9% | +4.5% |
| YTD | +13.9% | +14.2% | -0.3% | +7.6% |
| 1Y | +20.5% | +1.8% | +18.8% | +18.2% |
| 3Y | +76.5% | +44.4% | +32.1% | +51.2% |
| 5Y | +67.5% | +41.0% | +26.6% | +41.1% |
| 10Y | +231.8% | +150.0% | +81.8% | +113.8% |
| All | +231.8% | +144.0% | +87.8% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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