+356.8%
ACWI vs BIDU
+313.5%
+43.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.9% |
| 7D | +0.5% | +2.4% | -1.9% | 0.0% |
| 30D | +0.9% | -10.5% | +11.3% | +3.0% |
| 3M | +2.4% | -26.2% | +28.6% | +8.8% |
| 6M | +12.4% | -16.4% | +28.8% | +15.5% |
| YTD | +15.2% | -23.9% | +39.0% | +20.1% |
| 1Y | +22.7% | +1.3% | +21.4% | +18.7% |
| 3Y | +75.8% | -32.1% | +107.9% | +80.2% |
| 5Y | +67.7% | -39.0% | +106.7% | +63.8% |
| 10Y | +229.0% | -44.0% | +273.0% | +197.4% |
| All | +356.8% | +313.5% | +43.3% | +81.1% |
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