-63.1%
W vs ACWI
+67.7%
-130.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | -4.2% | +0.5% | -4.7% | -5.4% |
| 30D | -7.6% | +0.9% | -8.4% | -9.7% |
| 3M | +37.2% | +2.4% | +34.8% | +30.0% |
| 6M | +26.3% | +12.4% | +14.0% | -7.7% |
| YTD | -1.0% | +15.2% | -16.1% | -32.1% |
| 1Y | +20.1% | +22.7% | -2.6% | -31.7% |
| 3Y | +37.8% | +75.8% | -38.0% | -69.2% |
| All | -63.1% | +67.7% | -130.8% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling