+683.0%
SPY vs ACWI
+330.0%
+353.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -2.7% | -2.4% | -0.4% | -0.5% |
| 30D | -5.4% | -5.2% | -0.2% | -0.5% |
| 3M | -4.1% | -4.8% | +0.7% | +0.5% |
| 6M | +0.7% | -1.3% | +2.0% | +1.9% |
| YTD | +8.7% | +8.4% | +0.3% | +0.5% |
| 1Y | +10.9% | +11.0% | -0.2% | +0.3% |
| 3Y | +75.0% | +70.6% | +4.4% | +6.0% |
| 5Y | +67.8% | +55.3% | +12.5% | +11.3% |
| 10Y | +312.9% | +223.2% | +89.7% | +41.3% |
| All | +683.0% | +330.0% | +353.1% | +99.6% |
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