+59.1%
ACWI vs BBWI
-67.6%
+126.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -1.7% | +12.9% | -14.5% | -3.5% |
| 3M | -3.9% | +16.0% | -19.9% | -6.5% |
| 6M | +0.8% | +16.6% | -15.8% | -2.6% |
| YTD | +11.0% | +9.7% | +1.3% | +7.4% |
| 1Y | +13.1% | +1.5% | +11.6% | +9.9% |
| 3Y | +73.9% | -21.4% | +95.2% | +69.1% |
| All | +59.1% | -67.6% | +126.8% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling