+151.0%
ACWI vs TW
+211.4%
-60.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.3% |
| 7D | +1.1% | -3.5% | +4.5% | +1.9% |
| 30D | -0.2% | +0.5% | -0.7% | -0.4% |
| 3M | +4.7% | +4.9% | -0.3% | +2.7% |
| 6M | +14.5% | -17.1% | +31.6% | +19.2% |
| YTD | +14.6% | -3.9% | +18.5% | +14.1% |
| 1Y | +21.4% | -13.3% | +34.7% | +24.2% |
| 3Y | +77.6% | +20.9% | +56.7% | +61.4% |
| 5Y | +68.1% | +20.5% | +47.6% | +49.4% |
| All | +151.0% | +211.4% | -60.4% | +76.4% |
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