+330.1%
ACWI vs BB
-92.7%
+422.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.5% | +0.6% | -3.2% |
| 7D | -4.0% | -8.9% | +4.9% | -2.9% |
| 30D | -5.8% | -12.6% | +6.8% | -4.4% |
| 3M | -5.0% | -4.1% | -0.9% | -5.1% |
| 6M | +0.7% | +49.5% | -48.8% | -6.6% |
| YTD | +8.4% | +120.8% | -112.4% | -5.2% |
| 1Y | +10.1% | +76.2% | -66.1% | -0.9% |
| 3Y | +70.8% | +123.8% | -53.0% | +42.6% |
| 5Y | +55.4% | -24.3% | +79.6% | +45.8% |
| 10Y | +223.3% | +20.1% | +203.2% | +138.2% |
| All | +330.1% | -92.7% | +422.8% | +342.0% |
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