+155.5%
AWK vs ACWI
+219.0%
-63.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.1% | -2.4% | +6.5% | +5.3% |
| 30D | +18.0% | -5.2% | +23.2% | +21.0% |
| 3M | +12.2% | -4.8% | +17.0% | +14.8% |
| 6M | +21.2% | -1.3% | +22.6% | +21.2% |
| YTD | +17.6% | +8.4% | +9.2% | +10.9% |
| 1Y | +19.2% | +11.0% | +8.2% | +10.7% |
| 3Y | +26.7% | +70.6% | -43.8% | -13.0% |
| 5Y | -1.3% | +55.3% | -56.6% | -28.5% |
| All | +155.5% | +219.0% | -63.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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