+221.6%
ACWI vs BWA
+95.2%
+126.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | +0.1% |
| 7D | -0.2% | -2.4% | +2.3% | +0.5% |
| 30D | -3.3% | -17.7% | +14.4% | +2.2% |
| 3M | -3.4% | -27.0% | +23.6% | +5.3% |
| 6M | +0.8% | -17.3% | +18.1% | +5.4% |
| YTD | +10.7% | +12.9% | -2.2% | +4.0% |
| 1Y | +11.6% | +12.9% | -1.3% | +4.6% |
| 3Y | +73.4% | +62.1% | +11.3% | +41.8% |
| 5Y | +60.2% | +30.7% | +29.5% | +35.9% |
| 10Y | +221.6% | +89.2% | +132.4% | +129.9% |
| All | +221.6% | +95.2% | +126.4% | +129.9% |
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