+52.2%
EW vs ACWI
+70.3%
-18.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.0% | -2.4% | +13.4% | +12.5% |
| 30D | +19.1% | -5.2% | +24.3% | +22.9% |
| 3M | +14.4% | -4.8% | +19.2% | +17.6% |
| 6M | +22.8% | -1.3% | +24.1% | +23.1% |
| YTD | +19.8% | +8.4% | +11.4% | +12.7% |
| 1Y | +23.9% | +11.0% | +12.9% | +14.7% |
| 3Y | +52.2% | +70.6% | -18.3% | 0.0% |
| All | +52.2% | +70.3% | -18.1% | 0.0% |
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