+222.2%
ACWI vs BB
+33.0%
+189.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +2.0% |
| 7D | +0.3% | +15.0% | -14.6% | -1.3% |
| 30D | -2.8% | +3.5% | -6.3% | -3.5% |
| 3M | -3.2% | +2.7% | -5.8% | -4.0% |
| 6M | +1.3% | +44.7% | -43.5% | -4.7% |
| YTD | +11.2% | +143.3% | -132.1% | -2.2% |
| 1Y | +13.8% | +102.2% | -88.4% | +2.1% |
| 3Y | +76.2% | +156.1% | -79.9% | +48.4% |
| 5Y | +59.5% | -17.6% | +77.1% | +48.2% |
| 10Y | +222.2% | +29.0% | +193.2% | +139.5% |
| All | +222.2% | +33.0% | +189.2% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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