-3.9%
WBD vs ACWI
+221.2%
-225.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.0% | +3.2% | -2.2% | -2.7% |
| 30D | -0.7% | +7.2% | -8.0% | -8.8% |
| 3M | -2.7% | +5.3% | -8.0% | -9.0% |
| 6M | +18.2% | +10.5% | +7.7% | +4.1% |
| YTD | -5.5% | +9.9% | -15.4% | -16.2% |
| 1Y | +200.3% | +32.7% | +167.6% | +112.8% |
| 3Y | +120.0% | +78.4% | +41.7% | +15.6% |
| 5Y | -25.9% | +71.8% | -97.8% | -58.5% |
| All | -3.9% | +221.2% | -225.1% | -71.6% |
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