+352.5%
ACWI vs URA
-53.7%
+406.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.4% | -2.4% |
| 7D | -4.0% | -13.3% | +9.3% | -0.3% |
| 30D | -5.8% | -25.9% | +20.1% | +1.9% |
| 3M | -5.0% | -27.8% | +22.7% | +3.1% |
| 6M | +0.7% | -42.8% | +43.5% | +15.7% |
| YTD | +8.4% | -27.5% | +35.9% | +15.1% |
| 1Y | +10.1% | -35.1% | +45.2% | +20.0% |
| 3Y | +70.8% | +31.1% | +39.7% | +45.5% |
| 5Y | +55.4% | +29.8% | +25.6% | +27.7% |
| 10Y | +223.3% | +265.1% | -41.8% | +74.4% |
| All | +352.5% | -53.7% | +406.2% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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