-10.8%
DOW vs ACWI
+156.0%
-166.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | +0.5% | -2.9% | -3.0% |
| 30D | +0.4% | +0.9% | -0.5% | -0.9% |
| 3M | -14.4% | +2.4% | -16.8% | -17.7% |
| 6M | -7.0% | +12.4% | -19.3% | -21.7% |
| YTD | +30.2% | +15.2% | +15.0% | +6.2% |
| 1Y | +29.2% | +22.7% | +6.5% | -2.5% |
| 3Y | -36.7% | +75.8% | -112.5% | -69.5% |
| 5Y | -37.7% | +67.7% | -105.4% | -68.3% |
| All | -10.8% | +156.0% | -166.8% | -73.7% |
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