+298.9%
BBY vs ACWI
+356.8%
-57.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +9.5% | +0.5% | +9.0% | +8.9% |
| 30D | +6.8% | +0.9% | +6.0% | +5.9% |
| 3M | +28.9% | +2.4% | +26.5% | +25.3% |
| 6M | +37.8% | +12.4% | +25.4% | +21.3% |
| YTD | +38.7% | +15.2% | +23.6% | +18.9% |
| 1Y | +23.7% | +22.7% | +1.0% | -0.4% |
| 3Y | +39.1% | +75.8% | -36.7% | -21.3% |
| 5Y | -0.4% | +67.7% | -68.1% | -40.4% |
| 10Y | +234.0% | +229.0% | +5.0% | +7.8% |
| All | +298.9% | +356.8% | -57.9% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling