+758.4%
COST vs ACWI
+226.8%
+531.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -0.5% |
| 7D | +2.5% | +0.3% | +2.1% | +2.1% |
| 30D | +12.8% | -2.8% | +15.6% | +14.6% |
| 3M | +12.7% | -3.2% | +15.8% | +14.6% |
| 6M | +6.0% | +1.3% | +4.7% | +4.2% |
| YTD | +24.4% | +11.2% | +13.1% | +14.0% |
| 1Y | +16.2% | +13.8% | +2.5% | +4.8% |
| 3Y | +96.9% | +76.2% | +20.7% | +28.6% |
| 5Y | +121.1% | +59.5% | +61.7% | +53.9% |
| 10Y | +758.4% | +222.2% | +536.2% | +299.9% |
| All | +758.4% | +226.8% | +531.6% | +299.9% |
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