+2,662.4%
DELL vs ACWI
+224.5%
+2,437.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.3% | -6.9% | -6.8% |
| 7D | +4.9% | +2.4% | +2.4% | +1.7% |
| 30D | -32.1% | -1.7% | -30.4% | -29.7% |
| 3M | -30.2% | -3.9% | -26.3% | -25.0% |
| 6M | +41.7% | +0.8% | +40.9% | +44.3% |
| YTD | +176.6% | +11.0% | +165.5% | +149.7% |
| 1Y | +159.9% | +13.1% | +146.9% | +129.8% |
| 3Y | +388.0% | +73.9% | +314.1% | +166.8% |
| 5Y | +578.2% | +59.0% | +519.2% | +312.9% |
| All | +2,662.4% | +224.5% | +2,437.9% | +680.4% |
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