+286.4%
ACWI vs NWSA
+98.2%
+188.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.4% | -9.4% | +7.0% | +0.6% |
| 30D | -5.2% | -7.8% | +2.6% | -2.9% |
| 3M | -4.8% | -10.8% | +5.9% | -1.7% |
| 6M | -1.3% | +1.1% | -2.4% | -2.8% |
| YTD | +8.4% | +1.8% | +6.6% | +6.0% |
| 1Y | +11.0% | +6.0% | +5.0% | +6.8% |
| 3Y | +70.6% | +24.6% | +46.0% | +53.6% |
| 5Y | +55.3% | +13.1% | +42.2% | +41.0% |
| 10Y | +223.2% | +148.5% | +74.7% | +108.5% |
| All | +286.4% | +98.2% | +188.2% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling