+142.5%
XLC vs ACWI
+161.2%
-18.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | +0.5% | -1.3% | -1.3% |
| 30D | +1.0% | +0.9% | +0.2% | +0.2% |
| 3M | -0.7% | +2.4% | -3.1% | -3.3% |
| 6M | -5.1% | +12.4% | -17.5% | -16.3% |
| YTD | -4.3% | +15.2% | -19.4% | -17.8% |
| 1Y | -0.6% | +22.7% | -23.3% | -20.1% |
| 3Y | +72.7% | +75.8% | -3.1% | -5.1% |
| 5Y | +38.0% | +67.7% | -29.7% | -19.9% |
| All | +142.5% | +161.2% | -18.7% | -9.5% |
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