+227.1%
ACWI vs WU
-37.2%
+264.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.0% |
| 7D | -0.7% | +2.1% | -2.8% | -1.4% |
| 30D | -2.0% | +10.1% | -12.1% | -4.9% |
| 3M | -2.2% | -1.1% | -1.0% | -2.3% |
| 6M | +1.9% | -19.8% | +21.7% | +6.9% |
| YTD | +12.0% | -20.8% | +32.7% | +17.3% |
| 1Y | +12.5% | -15.1% | +27.6% | +15.1% |
| 3Y | +75.4% | -23.2% | +98.6% | +80.9% |
| 5Y | +61.5% | -42.6% | +104.1% | +80.8% |
| 10Y | +227.1% | -38.9% | +266.0% | +243.3% |
| All | +227.1% | -37.2% | +264.3% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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