+543.0%
XYZ vs ACWI
+224.6%
+318.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | +3.4% |
| 7D | +9.2% | -4.0% | +13.2% | +18.6% |
| 30D | +9.8% | -5.8% | +15.6% | +23.6% |
| 3M | -0.2% | -5.0% | +4.8% | +10.8% |
| 6M | +18.0% | +0.7% | +17.2% | +16.3% |
| YTD | +29.1% | +8.4% | +20.7% | +10.4% |
| 1Y | +14.1% | +10.1% | +4.0% | -5.4% |
| 3Y | +72.6% | +70.8% | +1.9% | -38.1% |
| 5Y | -64.6% | +55.4% | -120.0% | -82.5% |
| 10Y | +590.0% | +223.3% | +366.7% | +31.9% |
| All | +543.0% | +224.6% | +318.4% | +15.1% |
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 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