+356.8%
ACWI vs WY
+81.4%
+275.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.4% |
| 7D | +0.5% | -1.7% | +2.2% | +1.2% |
| 30D | +0.9% | -10.1% | +11.0% | +5.3% |
| 3M | +2.4% | -5.1% | +7.5% | +4.0% |
| 6M | +12.4% | -4.8% | +17.2% | +13.6% |
| YTD | +15.2% | -0.2% | +15.4% | +13.7% |
| 1Y | +22.7% | -6.6% | +29.3% | +24.1% |
| 3Y | +75.8% | -22.7% | +98.5% | +88.3% |
| 5Y | +67.7% | -22.2% | +89.9% | +76.1% |
| 10Y | +229.0% | +7.3% | +221.7% | +170.0% |
| All | +356.8% | +81.4% | +275.5% | +138.2% |
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