+274.5%
BBY vs ACWI
+220.7%
+53.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | +10.9% | -0.2% | +11.1% | +11.2% |
| 30D | +19.6% | -3.3% | +22.9% | +24.4% |
| 3M | +27.6% | -3.4% | +31.0% | +32.7% |
| 6M | +79.4% | +0.8% | +78.6% | +76.7% |
| YTD | +61.7% | +10.7% | +51.0% | +41.0% |
| 1Y | +40.3% | +11.6% | +28.7% | +21.2% |
| 3Y | +87.9% | +73.4% | +14.5% | -3.7% |
| 5Y | +0.2% | +60.2% | -60.0% | -43.1% |
| 10Y | +274.5% | +221.6% | +52.9% | -13.0% |
| All | +274.5% | +220.7% | +53.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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