+216.7%
ACWI vs BBWI
-43.7%
+260.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.4% |
| 7D | -2.4% | -6.2% | +3.8% | -1.5% |
| 30D | -5.2% | +19.9% | -25.1% | -7.7% |
| 3M | -4.8% | +7.1% | -12.0% | -6.3% |
| 6M | -1.3% | +13.7% | -15.0% | -4.2% |
| YTD | +8.4% | +9.6% | -1.2% | +5.0% |
| 1Y | +11.0% | -1.6% | +12.7% | +8.4% |
| 3Y | +70.6% | -25.9% | +96.4% | +68.6% |
| 5Y | +55.3% | -67.8% | +123.1% | +68.2% |
| All | +216.7% | -43.7% | +260.4% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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