-4.6%
DOW vs ACWI
+146.1%
-150.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.2% |
| 7D | -6.8% | -0.2% | -6.7% | -7.0% |
| 30D | +10.8% | -3.3% | +14.0% | +14.5% |
| 3M | +4.1% | -3.4% | +7.5% | +7.3% |
| 6M | -12.7% | +0.8% | -13.6% | -15.6% |
| YTD | +39.2% | +10.7% | +28.5% | +17.9% |
| 1Y | +49.5% | +11.6% | +37.9% | +25.3% |
| 3Y | -24.4% | +73.4% | -97.8% | -63.4% |
| 5Y | -29.6% | +60.2% | -89.7% | -62.4% |
| All | -4.6% | +146.1% | -150.7% | -70.8% |
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