+227.1%
ACWI vs WPM
+659.5%
-432.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.3% |
| 7D | -0.7% | +3.1% | -3.8% | -1.1% |
| 30D | -2.0% | -1.8% | -0.2% | -1.9% |
| 3M | -2.2% | +1.0% | -3.2% | -2.7% |
| 6M | +1.9% | -5.4% | +7.3% | +1.8% |
| YTD | +12.0% | +15.9% | -3.9% | +8.2% |
| 1Y | +12.5% | +30.8% | -18.3% | +6.9% |
| 3Y | +75.4% | +222.6% | -147.2% | +45.5% |
| 5Y | +61.5% | +227.4% | -165.9% | +31.9% |
| 10Y | +227.1% | +757.8% | -530.7% | +149.6% |
| All | +227.1% | +659.5% | -432.4% | +149.6% |
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