+145.6%
W vs ACWI
+70.4%
+75.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.8% | -4.4% | +2.0% |
| 7D | -5.6% | -4.0% | -1.6% | +5.9% |
| 30D | +7.5% | -5.8% | +13.3% | +26.8% |
| 3M | +5.4% | -5.0% | +10.4% | +21.5% |
| 6M | +79.4% | +0.7% | +78.7% | +79.9% |
| YTD | +12.9% | +8.4% | +4.5% | -7.0% |
| 1Y | +12.4% | +10.1% | +2.3% | -11.4% |
| All | +145.6% | +70.4% | +75.2% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling