+226.1%
ACWI vs NWSA
+141.7%
+84.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | +2.7% | -0.8% | +3.5% | +3.0% |
| 30D | -2.6% | -11.3% | +8.8% | +1.1% |
| 3M | -3.2% | -8.1% | +4.9% | -0.9% |
| 6M | +1.9% | -0.7% | +2.6% | +0.9% |
| YTD | +11.3% | +1.3% | +10.0% | +9.0% |
| 1Y | +11.7% | -1.3% | +13.0% | +10.3% |
| 3Y | +74.4% | +28.4% | +46.0% | +54.7% |
| 5Y | +59.5% | +15.3% | +44.2% | +43.2% |
| All | +226.1% | +141.7% | +84.4% | +113.3% |
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