-12.8%
EW vs ACWI
+58.8%
-71.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.3% |
| 7D | +12.3% | +0.3% | +12.0% | +11.8% |
| 30D | +22.9% | -2.8% | +25.7% | +25.7% |
| 3M | +16.7% | -3.2% | +19.9% | +19.6% |
| 6M | +31.0% | +1.3% | +29.7% | +28.6% |
| YTD | +22.8% | +11.2% | +11.6% | +10.7% |
| 1Y | +25.6% | +13.8% | +11.8% | +10.9% |
| 3Y | +62.0% | +76.2% | -14.2% | -8.7% |
| 5Y | -12.8% | +59.5% | -72.2% | -41.7% |
| All | -12.8% | +58.8% | -71.6% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling