+55.4%
ACWI vs S
-69.2%
+124.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.8% | +5.0% | -2.7% |
| 7D | -4.0% | -16.7% | +12.7% | -1.9% |
| 30D | -5.8% | -17.0% | +11.2% | -3.8% |
| 3M | -5.0% | +2.0% | -7.0% | -5.9% |
| 6M | +0.7% | +35.1% | -34.4% | -4.2% |
| YTD | +8.4% | +42.8% | -34.4% | +1.8% |
| 1Y | +10.1% | +27.7% | -17.6% | +4.7% |
| 3Y | +70.8% | +33.0% | +37.8% | +57.2% |
| 5Y | +55.4% | -68.0% | +123.4% | +58.5% |
| All | +55.4% | -69.2% | +124.6% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling