+13.1%
ACWI vs NWSA
+2.3%
+10.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -0.5% |
| 7D | +2.4% | +2.2% | +0.3% | +2.2% |
| 30D | -1.7% | -8.8% | +7.1% | -0.8% |
| 3M | -3.9% | -6.5% | +2.6% | -3.1% |
| 6M | +0.8% | +1.5% | -0.7% | +1.4% |
| YTD | +11.0% | +4.0% | +7.0% | +11.1% |
| 1Y | +13.1% | +3.4% | +9.6% | +13.2% |
| All | +13.1% | +2.3% | +10.8% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling