+225.2%
ACWI vs BWA
+94.2%
+131.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.4% | +4.3% | -1.8% | +1.2% |
| 30D | -1.7% | -13.0% | +11.3% | +2.2% |
| 3M | -3.9% | -24.8% | +20.9% | +3.9% |
| 6M | +0.8% | -23.5% | +24.3% | +7.9% |
| YTD | +11.0% | +13.8% | -2.8% | +4.0% |
| 1Y | +13.1% | +13.4% | -0.3% | +5.9% |
| 3Y | +73.9% | +62.8% | +11.1% | +42.1% |
| 5Y | +59.0% | +28.5% | +30.6% | +35.7% |
| All | +225.2% | +94.2% | +131.0% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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