+133.1%
XLC vs ACWI
+152.3%
-19.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.2% | -0.2% |
| 7D | +7.1% | +0.3% | +6.8% | +6.6% |
| 30D | -2.7% | -2.8% | +0.1% | 0.0% |
| 3M | -3.2% | -3.2% | 0.0% | -0.2% |
| 6M | -7.7% | +1.3% | -8.9% | -9.4% |
| YTD | -8.0% | +11.2% | -19.2% | -18.3% |
| 1Y | -3.1% | +13.8% | -16.8% | -16.0% |
| 3Y | +64.9% | +76.2% | -11.3% | -10.0% |
| 5Y | +39.5% | +59.5% | -20.0% | -15.0% |
| All | +133.1% | +152.3% | -19.1% | -10.1% |
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