+239.8%
BBY vs ACWI
+226.5%
+13.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -0.7% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +6.8% | -0.6% | +7.4% | +7.5% |
| 3M | +18.7% | +4.3% | +14.5% | +12.7% |
| 6M | +37.3% | +12.7% | +24.6% | +18.0% |
| YTD | +35.3% | +13.9% | +21.4% | +14.3% |
| 1Y | +20.7% | +20.5% | +0.1% | -4.6% |
| 3Y | +39.4% | +76.5% | -37.1% | -29.7% |
| 5Y | -1.5% | +67.5% | -69.0% | -46.8% |
| 10Y | +239.8% | +231.8% | +8.0% | -11.0% |
| All | +239.8% | +226.5% | +13.3% | -11.0% |
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