+356.8%
ACWI vs WWD
+1,334.0%
-977.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +0.5% | +1.3% | -0.8% | +0.1% |
| 30D | +0.9% | -7.2% | +8.0% | +3.2% |
| 3M | +2.4% | -3.8% | +6.2% | +3.0% |
| 6M | +12.4% | -9.9% | +22.3% | +14.9% |
| YTD | +15.2% | +14.8% | +0.3% | +7.9% |
| 1Y | +22.7% | +42.1% | -19.4% | +6.3% |
| 3Y | +75.8% | +170.8% | -95.0% | +19.2% |
| 5Y | +67.7% | +197.5% | -129.8% | +7.7% |
| 10Y | +229.0% | +477.8% | -248.8% | +52.1% |
| All | +356.8% | +1,334.0% | -977.2% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling