+67.1%
ACWI vs NYT
+39.3%
+27.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -1.3% | +4.5% | -5.8% | -2.2% |
| 3M | +5.0% | -8.5% | +13.5% | +6.4% |
| 6M | +11.7% | -15.1% | +26.8% | +14.8% |
| YTD | +13.0% | -3.3% | +16.2% | +12.4% |
| 1Y | +19.2% | +17.0% | +2.2% | +13.0% |
| 3Y | +75.0% | +55.7% | +19.4% | +51.4% |
| 5Y | +67.1% | +38.9% | +28.2% | +35.8% |
| All | +67.1% | +39.3% | +27.8% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling