+330.0%
ACWI vs BIDU
+240.3%
+89.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.7% |
| 7D | -2.4% | +7.2% | -9.5% | -3.8% |
| 30D | -5.2% | -4.0% | -1.2% | -4.4% |
| 3M | -4.8% | -25.1% | +20.3% | +0.9% |
| 6M | -1.3% | -41.8% | +40.5% | +10.0% |
| YTD | +8.4% | -37.3% | +45.7% | +17.8% |
| 1Y | +11.0% | -35.6% | +46.6% | +19.5% |
| 3Y | +70.6% | -24.5% | +95.0% | +70.2% |
| 5Y | +55.3% | -48.3% | +103.6% | +57.4% |
| 10Y | +223.2% | -51.2% | +274.4% | +200.1% |
| All | +330.0% | +240.3% | +89.6% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling