-4.9%
DOW vs ACWI
+141.0%
-145.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -9.5% | -2.4% | -7.2% | -7.2% |
| 30D | +13.1% | -5.2% | +18.3% | +19.7% |
| 3M | +4.8% | -4.8% | +9.7% | +10.0% |
| 6M | -16.7% | -1.3% | -15.3% | -17.3% |
| YTD | +38.9% | +8.4% | +30.5% | +20.7% |
| 1Y | +48.3% | +11.0% | +37.3% | +24.9% |
| 3Y | -24.4% | +70.6% | -94.9% | -62.7% |
| 5Y | -29.2% | +55.3% | -84.5% | -60.7% |
| All | -4.9% | +141.0% | -145.8% | -70.1% |
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