+226.1%
ACWI vs WY
+5.5%
+220.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | 0.0% |
| 7D | +1.1% | -2.1% | +3.1% | +1.8% |
| 30D | -0.2% | -10.5% | +10.3% | +3.6% |
| 3M | +4.7% | -4.9% | +9.6% | +6.0% |
| 6M | +14.5% | -4.9% | +19.4% | +15.6% |
| YTD | +14.6% | -1.7% | +16.3% | +14.0% |
| 1Y | +21.4% | -9.4% | +30.8% | +24.0% |
| 3Y | +77.6% | -22.3% | +99.9% | +88.3% |
| 5Y | +68.1% | -20.5% | +88.6% | +74.7% |
| 10Y | +226.1% | +4.9% | +221.2% | +185.4% |
| All | +226.1% | +5.5% | +220.7% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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