+226.8%
ACWI vs WPM
+509.3%
-282.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.1% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | +0.9% | +26.4% | -25.5% | -2.5% |
| 3M | +2.4% | +20.8% | -18.4% | -0.6% |
| 6M | +12.4% | +1.1% | +11.3% | +11.3% |
| YTD | +15.2% | +32.5% | -17.3% | +9.7% |
| 1Y | +22.7% | +51.5% | -28.8% | +14.5% |
| 3Y | +75.8% | +267.0% | -191.2% | +44.3% |
| 5Y | +67.7% | +250.1% | -182.4% | +36.4% |
| All | +226.8% | +509.3% | -282.5% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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