+200.6%
W vs ACWI
+231.7%
-31.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.8% | -4.4% | -0.3% |
| 7D | -5.6% | -4.0% | -1.6% | +3.3% |
| 30D | +7.5% | -5.8% | +13.3% | +22.4% |
| 3M | +5.4% | -5.0% | +10.4% | +18.0% |
| 6M | +79.4% | +0.7% | +78.7% | +81.2% |
| YTD | +12.9% | +8.4% | +4.5% | -1.1% |
| 1Y | +12.4% | +10.1% | +2.3% | -4.6% |
| 3Y | +128.5% | +70.8% | +57.7% | -9.7% |
| 5Y | -54.0% | +55.4% | -109.3% | -74.9% |
| 10Y | +248.8% | +223.3% | +25.4% | -28.0% |
| All | +200.6% | +231.7% | -31.1% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling