+69.7%
ACWI vs S
-48.3%
+118.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | -0.7% | +1.2% | -1.9% | -0.8% |
| 30D | -2.0% | -7.3% | +5.3% | -1.3% |
| 3M | -2.2% | +5.9% | -8.0% | -3.4% |
| 6M | +1.9% | +45.6% | -43.7% | -3.6% |
| YTD | +12.0% | +58.5% | -46.5% | +4.3% |
| 1Y | +12.5% | +37.6% | -25.1% | +6.4% |
| 3Y | +75.4% | +51.7% | +23.7% | +60.0% |
| 5Y | +61.5% | -67.5% | +129.0% | +59.9% |
| All | +69.7% | -48.3% | +118.0% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling