+226.1%
ACWI vs BIDU
-51.1%
+277.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +0.8% |
| 7D | +1.1% | -2.4% | +3.5% | +1.4% |
| 30D | -0.2% | -15.6% | +15.4% | +2.6% |
| 3M | +4.7% | -22.3% | +27.0% | +9.0% |
| 6M | +14.5% | -22.3% | +36.7% | +18.5% |
| YTD | +14.6% | -29.2% | +43.8% | +20.1% |
| 1Y | +21.4% | -14.8% | +36.3% | +22.0% |
| 3Y | +77.6% | -31.8% | +109.4% | +81.1% |
| 5Y | +68.1% | -43.1% | +111.2% | +68.2% |
| 10Y | +226.1% | -50.6% | +276.8% | +195.5% |
| All | +226.1% | -51.1% | +277.2% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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