+203.4%
W vs ACWI
+242.5%
-39.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | -0.7% |
| 7D | -7.4% | -0.7% | -6.7% | -5.9% |
| 30D | +7.8% | -2.0% | +9.8% | +13.1% |
| 3M | +10.9% | -2.2% | +13.0% | +16.7% |
| 6M | +86.4% | +1.9% | +84.5% | +83.9% |
| YTD | +14.0% | +12.0% | +2.0% | -6.6% |
| 1Y | +3.5% | +12.5% | -9.0% | -16.1% |
| 3Y | +164.8% | +75.4% | +89.4% | -1.1% |
| 5Y | -53.1% | +61.5% | -114.6% | -76.3% |
| 10Y | +220.4% | +227.1% | -6.7% | -36.8% |
| All | +203.4% | +242.5% | -39.2% | -45.4% |
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 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