+222.2%
ACWI vs BBWI
-41.3%
+263.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.4% |
| 7D | +0.3% | -6.2% | +6.5% | +1.2% |
| 30D | -2.8% | +25.5% | -28.3% | -6.0% |
| 3M | -3.2% | +8.0% | -11.1% | -4.7% |
| 6M | +1.3% | +12.7% | -11.4% | -1.5% |
| YTD | +11.2% | +11.6% | -0.4% | +7.5% |
| 1Y | +13.8% | -0.9% | +14.7% | +11.0% |
| 3Y | +76.2% | -22.7% | +98.9% | +73.1% |
| 5Y | +59.5% | -67.2% | +126.6% | +72.2% |
| 10Y | +222.2% | -43.7% | +265.9% | +174.2% |
| All | +222.2% | -41.3% | +263.5% | +174.2% |
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