+695.1%
WDC vs ACWI
+227.3%
+467.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.2% | +6.3% |
| 7D | -3.2% | -0.7% | -2.6% | -0.8% |
| 30D | -19.0% | -2.0% | -17.0% | -14.7% |
| 3M | -28.4% | -2.2% | -26.3% | -24.6% |
| 6M | -39.2% | +1.9% | -41.1% | -38.9% |
| YTD | +82.1% | +12.0% | +70.1% | +59.6% |
| 1Y | +84.7% | +12.5% | +72.1% | +61.6% |
| 3Y | +825.6% | +75.4% | +750.2% | +311.8% |
| 5Y | +608.2% | +61.5% | +546.7% | +268.6% |
| 10Y | +695.1% | +227.1% | +468.0% | +33.8% |
| All | +695.1% | +227.3% | +467.8% | +33.8% |
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 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