+18.3%
EW vs ACWI
+76.1%
-57.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.7% |
| 30D | +1.0% | +0.9% | +0.2% | +0.4% |
| 3M | +2.8% | +2.4% | +0.4% | +1.0% |
| 6M | +5.5% | +12.4% | -6.9% | -2.9% |
| YTD | +5.5% | +15.2% | -9.7% | -4.7% |
| 1Y | +11.0% | +22.7% | -11.7% | -4.2% |
| All | +18.3% | +76.1% | -57.8% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling