+239.8%
EW vs ACWI
+226.8%
+12.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.1% |
| 7D | +12.3% | +0.3% | +12.0% | +11.8% |
| 30D | +22.9% | -2.8% | +25.7% | +26.0% |
| 3M | +16.7% | -3.2% | +19.9% | +19.9% |
| 6M | +31.0% | +1.3% | +29.7% | +28.4% |
| YTD | +22.8% | +11.2% | +11.6% | +9.7% |
| 1Y | +25.6% | +13.8% | +11.8% | +9.6% |
| 3Y | +62.0% | +76.2% | -14.2% | -10.5% |
| 5Y | -12.8% | +59.5% | -72.2% | -46.2% |
| 10Y | +239.8% | +222.2% | +17.6% | +0.2% |
| All | +239.8% | +226.8% | +12.9% | +0.2% |
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