+718.2%
SPY vs ACWI
+356.8%
+361.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +0.5% | -0.4% | -0.4% |
| 30D | +0.1% | +0.9% | -0.8% | -0.8% |
| 3M | +2.0% | +2.4% | -0.4% | -0.3% |
| 6M | +13.0% | +12.4% | +0.6% | +1.1% |
| YTD | +13.5% | +15.2% | -1.6% | -0.8% |
| 1Y | +20.0% | +22.7% | -2.7% | -1.3% |
| 3Y | +77.2% | +75.8% | +1.4% | +4.3% |
| 5Y | +81.9% | +67.7% | +14.2% | +12.2% |
| 10Y | +314.1% | +229.0% | +85.1% | +39.0% |
| All | +718.2% | +356.8% | +361.4% | +96.9% |
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 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