+217.0%
W vs ACWI
+220.7%
-3.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -2.7% |
| 7D | +1.1% | -0.2% | +1.2% | +2.0% |
| 30D | +6.4% | -3.3% | +9.7% | +15.4% |
| 3M | +9.0% | -3.4% | +12.4% | +18.5% |
| 6M | +69.8% | +0.8% | +69.0% | +71.0% |
| YTD | +12.1% | +10.7% | +1.4% | -7.9% |
| 1Y | 0.0% | +11.6% | -11.6% | -19.3% |
| 3Y | +160.3% | +73.4% | +87.0% | -10.7% |
| 5Y | -53.3% | +60.2% | -113.5% | -78.0% |
| 10Y | +217.0% | +221.6% | -4.6% | -47.3% |
| All | +217.0% | +220.7% | -3.7% | -47.3% |
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