+59.5%
ACWI vs BUD
+51.0%
+8.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.2% |
| 7D | +0.3% | +1.3% | -1.0% | -0.1% |
| 30D | -2.8% | +10.0% | -12.9% | -5.6% |
| 3M | -3.2% | +1.6% | -4.7% | -3.8% |
| 6M | +1.3% | +6.5% | -5.2% | -1.1% |
| YTD | +11.2% | +34.8% | -23.6% | +0.5% |
| 1Y | +13.8% | +36.5% | -22.7% | +2.3% |
| 3Y | +76.2% | +49.0% | +27.2% | +50.5% |
| 5Y | +59.5% | +51.7% | +7.8% | +30.2% |
| All | +59.5% | +51.0% | +8.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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