+61.5%
ACWI vs BWA
+32.2%
+29.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | -0.7% | +1.7% | -2.4% | -1.1% |
| 30D | -2.0% | -14.6% | +12.6% | +2.1% |
| 3M | -2.2% | -26.2% | +24.1% | +5.7% |
| 6M | +1.9% | -18.4% | +20.3% | +6.6% |
| YTD | +12.0% | +14.7% | -2.7% | +4.7% |
| 1Y | +12.5% | +13.3% | -0.8% | +5.5% |
| 3Y | +75.4% | +64.7% | +10.7% | +42.1% |
| 5Y | +61.5% | +32.2% | +29.3% | +31.3% |
| All | +61.5% | +32.2% | +29.3% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling