+129.5%
EW vs ACWI
+228.2%
-98.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.8% |
| 30D | +1.0% | +0.9% | +0.2% | +0.1% |
| 3M | +2.8% | +2.4% | +0.4% | +0.1% |
| 6M | +5.5% | +12.4% | -6.9% | -6.3% |
| YTD | +5.5% | +15.2% | -9.7% | -8.7% |
| 1Y | +11.0% | +22.7% | -11.7% | -9.9% |
| 3Y | +17.7% | +75.8% | -58.1% | -34.6% |
| 5Y | -25.7% | +67.7% | -93.5% | -56.4% |
| All | +129.5% | +228.2% | -98.8% | -37.3% |
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