+537.0%
EWT vs ACWI
+339.1%
+197.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -3.7% | -0.2% | -3.5% | -3.1% |
| 30D | -17.2% | -3.3% | -13.9% | -13.9% |
| 3M | -7.3% | -3.4% | -3.9% | -3.5% |
| 6M | -1.5% | +0.8% | -2.3% | -0.7% |
| YTD | +49.0% | +10.7% | +38.3% | +37.8% |
| 1Y | +50.6% | +11.6% | +39.0% | +38.3% |
| 3Y | +148.9% | +73.4% | +75.5% | +51.3% |
| 5Y | +116.1% | +60.2% | +55.9% | +40.8% |
| 10Y | +427.8% | +221.6% | +206.3% | +72.5% |
| All | +537.0% | +339.1% | +197.8% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling