+330.0%
ACWI vs WY
+65.3%
+264.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +1.2% |
| 7D | -2.4% | +3.1% | -5.4% | -3.7% |
| 30D | -5.2% | +13.0% | -18.2% | -10.2% |
| 3M | -4.8% | -16.8% | +12.0% | +2.0% |
| 6M | -1.3% | -11.2% | +9.9% | +2.3% |
| YTD | +8.4% | -9.1% | +17.5% | +10.5% |
| 1Y | +11.0% | -4.8% | +15.8% | +10.8% |
| 3Y | +70.6% | -25.3% | +95.8% | +84.2% |
| 5Y | +55.3% | -33.2% | +88.5% | +73.4% |
| 10Y | +223.2% | +6.6% | +216.6% | +163.5% |
| All | +330.0% | +65.3% | +264.7% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling