+220.4%
W vs ACWI
+227.3%
-6.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | -0.9% |
| 7D | -7.4% | -0.7% | -6.7% | -5.8% |
| 30D | +7.8% | -2.0% | +9.8% | +13.5% |
| 3M | +10.9% | -2.2% | +13.0% | +17.1% |
| 6M | +86.4% | +1.9% | +84.5% | +83.3% |
| YTD | +14.0% | +12.0% | +2.0% | -8.7% |
| 1Y | +3.5% | +12.5% | -9.0% | -18.0% |
| 3Y | +164.8% | +75.4% | +89.4% | -11.6% |
| 5Y | -53.1% | +61.5% | -114.6% | -78.4% |
| 10Y | +220.4% | +227.1% | -6.7% | -48.8% |
| All | +220.4% | +227.3% | -6.9% | -48.8% |
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