+156.8%
AWK vs ACWI
+220.7%
-63.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.0% |
| 7D | +2.7% | -0.2% | +2.9% | +2.6% |
| 30D | +16.7% | -3.3% | +19.9% | +18.4% |
| 3M | +11.7% | -3.4% | +15.1% | +13.4% |
| 6M | +21.9% | +0.8% | +21.1% | +20.5% |
| YTD | +17.6% | +10.7% | +6.9% | +9.7% |
| 1Y | +19.8% | +11.6% | +8.2% | +11.1% |
| 3Y | +31.0% | +73.4% | -42.4% | -10.7% |
| 5Y | -3.0% | +60.2% | -63.2% | -30.9% |
| 10Y | +156.8% | +221.6% | -64.8% | +4.8% |
| All | +156.8% | +220.7% | -63.9% | +4.8% |
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