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  • T vs ACWI✓SelectedUSD · ACWIT vs ACWI performance historyLatest closeAs of-1.95%09/04
Stock and ETF performance explorer

T vs ACWI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+238.2%
ACWI return
+356.8%
Excess return
-118.6%
Maximum drawdown
-43.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioACWIExcessAlpha
1D-1.9%0.0%-1.9%-1.9%
7D-1.3%+0.5%-1.8%-1.6%
30D+11.4%+0.9%+10.5%+10.7%
3M+14.3%+2.4%+11.9%+12.1%
6M-9.3%+12.4%-21.6%-16.4%
YTD+7.1%+15.2%-8.1%-3.1%
1Y-9.1%+22.7%-31.8%-21.2%
3Y+105.3%+75.8%+29.6%+37.7%
5Y+66.8%+67.7%-0.9%+13.9%
10Y+66.8%+229.0%-162.2%-29.1%
All+238.2%+356.8%-118.6%+12.4%

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