+330.0%
ACWI vs BB
-92.4%
+422.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.5% | -0.6% |
| 7D | -2.4% | +3.8% | -6.2% | -2.9% |
| 30D | -5.2% | -0.3% | -4.8% | -5.4% |
| 3M | -4.8% | -0.5% | -4.4% | -5.4% |
| 6M | -1.3% | +45.9% | -47.2% | -8.1% |
| YTD | +8.4% | +130.6% | -122.2% | -5.8% |
| 1Y | +11.0% | +89.2% | -78.1% | -1.1% |
| 3Y | +70.6% | +137.5% | -66.9% | +41.2% |
| 5Y | +55.3% | -20.9% | +76.2% | +44.8% |
| 10Y | +223.2% | +25.4% | +197.8% | +136.7% |
| All | +330.0% | -92.4% | +422.3% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling