+341.2%
ACWI vs WY
+66.5%
+274.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | -2.8% | +10.6% | -13.5% | -7.1% |
| 3M | -3.2% | -16.6% | +13.5% | +3.7% |
| 6M | +1.3% | -8.6% | +9.9% | +3.7% |
| YTD | +11.2% | -8.4% | +19.6% | +13.1% |
| 1Y | +13.8% | -5.1% | +18.9% | +13.8% |
| 3Y | +76.2% | -21.9% | +98.1% | +86.8% |
| 5Y | +59.5% | -31.3% | +90.8% | +76.0% |
| 10Y | +222.2% | +3.6% | +218.6% | +166.5% |
| All | +341.2% | +66.5% | +274.7% | +136.9% |
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