+221.6%
ACWI vs WWD
+460.9%
-239.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -3.3% | -0.4% | -2.9% | -3.4% |
| 3M | -3.4% | -6.1% | +2.7% | -2.0% |
| 6M | +0.8% | -9.5% | +10.3% | +2.8% |
| YTD | +10.7% | +10.8% | -0.1% | +5.3% |
| 1Y | +11.6% | +23.5% | -11.9% | +2.3% |
| 3Y | +73.4% | +151.3% | -77.9% | +24.6% |
| 5Y | +60.2% | +187.8% | -127.6% | +7.9% |
| 10Y | +221.6% | +461.1% | -239.5% | +74.2% |
| All | +221.6% | +460.9% | -239.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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