+356.8%
ACWI vs BB
-93.3%
+450.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.5% | -5.6% | +6.1% | +1.3% |
| 30D | +0.9% | -11.8% | +12.7% | +2.4% |
| 3M | +2.4% | -25.5% | +27.9% | +5.5% |
| 6M | +12.4% | +121.3% | -108.9% | -1.2% |
| YTD | +15.2% | +103.2% | -88.0% | +2.4% |
| 1Y | +22.7% | +102.6% | -79.9% | +8.5% |
| 3Y | +75.8% | +37.5% | +38.3% | +57.0% |
| 5Y | +67.7% | -30.4% | +98.2% | +59.4% |
| 10Y | +229.0% | 0.0% | +229.0% | +150.2% |
| All | +356.8% | -93.3% | +450.1% | +377.3% |
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