+68.0%
ACWI vs NWSA
+40.7%
+27.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | +0.5% | -1.9% | +2.4% | +1.1% |
| 30D | +0.9% | +4.6% | -3.7% | -0.7% |
| 3M | +2.4% | +13.2% | -10.8% | -2.3% |
| 6M | +12.4% | +27.0% | -14.6% | +2.6% |
| YTD | +15.2% | +16.8% | -1.7% | +8.0% |
| 1Y | +22.7% | +4.5% | +18.2% | +19.7% |
| 3Y | +75.8% | +46.2% | +29.6% | +49.1% |
| All | +68.0% | +40.7% | +27.3% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling