+340.5%
ACWI vs NYT
+334.8%
+5.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | +2.4% | +6.5% | -4.1% | +0.8% |
| 30D | -1.7% | +8.4% | -10.1% | -3.7% |
| 3M | -3.9% | +13.9% | -17.9% | -7.4% |
| 6M | +0.8% | -4.8% | +5.6% | +1.0% |
| YTD | +11.0% | +6.2% | +4.9% | +7.7% |
| 1Y | +13.1% | +14.3% | -1.2% | +7.6% |
| 3Y | +73.9% | +73.6% | +0.3% | +46.3% |
| 5Y | +59.0% | +60.6% | -1.6% | +33.5% |
| 10Y | +224.4% | +550.8% | -326.4% | +79.8% |
| All | +340.5% | +334.8% | +5.6% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling