+68.0%
ACWI vs TW
+23.1%
+44.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +0.5% | -2.3% | +2.8% | +1.0% |
| 30D | +0.9% | +3.9% | -3.1% | 0.0% |
| 3M | +2.4% | +5.7% | -3.3% | +0.6% |
| 6M | +12.4% | -14.5% | +26.9% | +15.9% |
| YTD | +15.2% | -0.9% | +16.0% | +14.0% |
| 1Y | +22.7% | -13.5% | +36.2% | +25.9% |
| 3Y | +75.8% | +25.0% | +50.8% | +57.9% |
| All | +68.0% | +23.1% | +44.8% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling