+969.7%
AWK vs ACWI
+335.1%
+634.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | +0.5% | +1.2% | +1.5% |
| 30D | +5.6% | +0.9% | +4.7% | +5.1% |
| 3M | +15.9% | +2.4% | +13.5% | +14.2% |
| 6M | +4.6% | +12.4% | -7.8% | -1.8% |
| YTD | +10.1% | +15.2% | -5.1% | +2.0% |
| 1Y | +2.1% | +22.7% | -20.6% | -8.5% |
| 3Y | +9.8% | +75.8% | -65.9% | -19.2% |
| 5Y | -15.4% | +67.7% | -83.1% | -36.7% |
| 10Y | +129.4% | +229.0% | -99.6% | +22.6% |
| All | +969.7% | +335.1% | +634.6% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling