-8.2%
EW vs ACWI
+58.7%
-66.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +4.9% | +2.4% | +2.5% | +2.8% |
| 30D | +23.9% | -1.7% | +25.6% | +25.5% |
| 3M | +15.8% | -3.9% | +19.7% | +19.5% |
| 6M | +31.7% | +0.8% | +30.9% | +29.9% |
| YTD | +25.7% | +11.0% | +14.6% | +13.5% |
| 1Y | +24.4% | +13.1% | +11.3% | +10.5% |
| 3Y | +65.9% | +73.9% | -8.0% | -5.2% |
| All | -8.2% | +58.7% | -66.9% | -38.2% |
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 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