+330.0%
ACWI vs SPY
+674.3%
-344.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.3% |
| 7D | -2.4% | -2.7% | +0.4% | +0.3% |
| 30D | -5.2% | -5.4% | +0.2% | +0.1% |
| 3M | -4.8% | -4.1% | -0.7% | -0.9% |
| 6M | -1.3% | +0.7% | -2.0% | -2.0% |
| YTD | +8.4% | +8.7% | -0.3% | 0.0% |
| 1Y | +11.0% | +10.9% | +0.2% | +0.4% |
| 3Y | +70.6% | +75.0% | -4.4% | -2.3% |
| 5Y | +55.3% | +67.8% | -12.5% | -7.7% |
| 10Y | +223.2% | +312.9% | -89.7% | -23.7% |
| All | +330.0% | +674.3% | -344.4% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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