+158.6%
AWK vs ACWI
+224.5%
-65.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | +0.1% | +2.4% | -2.3% | -1.1% |
| 30D | +14.3% | -1.7% | +15.9% | +15.0% |
| 3M | +10.3% | -3.9% | +14.2% | +12.3% |
| 6M | +18.9% | +0.8% | +18.2% | +17.6% |
| YTD | +17.7% | +11.0% | +6.7% | +9.6% |
| 1Y | +16.9% | +13.1% | +3.8% | +7.6% |
| 3Y | +32.2% | +73.9% | -41.7% | -10.0% |
| 5Y | -2.2% | +59.0% | -61.2% | -30.0% |
| All | +158.6% | +224.5% | -65.9% | +4.5% |
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