+227.1%
ACWI vs BB
+31.7%
+195.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.7% | +0.8% |
| 7D | -0.7% | +7.3% | -8.0% | -1.5% |
| 30D | -2.0% | +11.2% | -13.2% | -3.4% |
| 3M | -2.2% | +4.7% | -6.8% | -3.2% |
| 6M | +1.9% | +51.1% | -49.2% | -4.6% |
| YTD | +12.0% | +148.0% | -136.0% | -1.7% |
| 1Y | +12.5% | +106.1% | -93.6% | +0.8% |
| 3Y | +75.4% | +158.2% | -82.8% | +47.5% |
| 5Y | +61.5% | -10.8% | +72.3% | +48.9% |
| 10Y | +227.1% | +29.3% | +197.8% | +142.7% |
| All | +227.1% | +31.7% | +195.5% | +142.7% |
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