+216.7%
ACWI vs WU
-36.0%
+252.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | -2.4% | +11.7% | -14.0% | -5.5% |
| 30D | -5.2% | +12.6% | -17.8% | -8.6% |
| 3M | -4.8% | -0.5% | -4.3% | -5.1% |
| 6M | -1.3% | -18.2% | +16.9% | +3.0% |
| YTD | +8.4% | -19.0% | +27.4% | +12.9% |
| 1Y | +11.0% | -16.7% | +27.7% | +14.3% |
| 3Y | +70.6% | -21.0% | +91.6% | +74.5% |
| 5Y | +55.3% | -41.7% | +97.0% | +73.1% |
| All | +216.7% | -36.0% | +252.7% | +232.8% |
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