+142.5%
ACWI vs TW
+291.9%
-149.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.7% |
| 7D | -0.2% | +3.1% | -3.3% | -0.9% |
| 30D | -3.3% | +16.7% | -20.0% | -6.9% |
| 3M | -3.4% | +25.2% | -28.6% | -8.7% |
| 6M | +0.8% | +19.5% | -18.7% | -4.2% |
| YTD | +10.7% | +21.0% | -10.3% | +4.1% |
| 1Y | +11.6% | +19.0% | -7.4% | +5.4% |
| 3Y | +73.4% | +40.7% | +32.7% | +52.6% |
| 5Y | +60.2% | +40.1% | +20.0% | +37.7% |
| All | +142.5% | +291.9% | -149.5% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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