+356.8%
ACWI vs BBWI
+258.8%
+98.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.6% |
| 7D | +0.5% | +1.5% | -1.0% | +0.2% |
| 30D | +0.9% | -5.2% | +6.1% | +1.6% |
| 3M | +2.4% | +11.1% | -8.7% | -0.8% |
| 6M | +12.4% | -13.4% | +25.7% | +13.7% |
| YTD | +15.2% | +0.1% | +15.1% | +12.3% |
| 1Y | +22.7% | -36.1% | +58.8% | +30.1% |
| 3Y | +75.8% | -44.1% | +119.9% | +83.3% |
| 5Y | +67.7% | -66.2% | +134.0% | +87.9% |
| 10Y | +229.0% | -54.8% | +283.8% | +201.2% |
| All | +356.8% | +258.8% | +98.0% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling