+231.0%
UNH vs ACWI
+226.8%
+4.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -1.1% |
| 7D | -0.7% | +0.3% | -1.0% | -1.0% |
| 30D | +4.8% | -2.8% | +7.7% | +7.0% |
| 3M | -1.7% | -3.2% | +1.4% | +0.5% |
| 6M | +5.9% | +1.3% | +4.6% | +4.2% |
| YTD | +22.8% | +11.2% | +11.6% | +11.9% |
| 1Y | +25.9% | +13.8% | +12.1% | +12.6% |
| 3Y | -21.4% | +76.2% | -97.6% | -52.3% |
| 5Y | -6.3% | +59.5% | -65.7% | -38.3% |
| 10Y | +231.0% | +222.2% | +8.8% | +20.7% |
| All | +231.0% | +226.8% | +4.1% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling