+15.0%
ACWI vs Z
-54.2%
+69.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.8% | +1.1% |
| 7D | -0.5% | +10.2% | -10.6% | -1.1% |
| 30D | -1.6% | +23.7% | -25.3% | -3.3% |
| 3M | -1.3% | -6.6% | +5.2% | -1.0% |
| 6M | +5.8% | -23.0% | +28.9% | +8.2% |
| YTD | +12.7% | -50.3% | +63.0% | +18.9% |
| 1Y | +15.0% | -53.6% | +68.6% | +22.0% |
| All | +15.0% | -54.2% | +69.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling