+75.0%
ACWI vs NYT
+55.6%
+19.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | -0.6% | +2.8% | -3.4% | -1.0% |
| 3M | +4.3% | -9.2% | +13.5% | +5.3% |
| 6M | +12.7% | -17.1% | +29.8% | +15.5% |
| YTD | +13.9% | -3.2% | +17.2% | +13.2% |
| 1Y | +20.5% | +15.7% | +4.8% | +15.3% |
| All | +75.0% | +55.6% | +19.5% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling