+330.0%
ACWI vs WWD
+1,214.3%
-884.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.2% |
| 7D | -2.4% | +4.2% | -6.5% | -3.8% |
| 30D | -5.2% | -2.1% | -3.0% | -4.8% |
| 3M | -4.8% | -13.2% | +8.3% | -0.7% |
| 6M | -1.3% | -16.9% | +15.6% | +3.7% |
| YTD | +8.4% | +5.2% | +3.2% | +4.2% |
| 1Y | +11.0% | +20.6% | -9.6% | +1.5% |
| 3Y | +70.6% | +146.3% | -75.8% | +19.1% |
| 5Y | +55.3% | +171.3% | -116.0% | +2.6% |
| 10Y | +223.2% | +471.3% | -248.1% | +49.3% |
| All | +330.0% | +1,214.3% | -884.3% | +37.8% |
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