+59.1%
ACWI vs WPM
+210.4%
-151.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +2.4% | -3.6% | +6.0% | +3.1% |
| 30D | -1.7% | +1.4% | -3.1% | -2.1% |
| 3M | -3.9% | -0.2% | -3.7% | -4.5% |
| 6M | +0.8% | -7.3% | +8.1% | +1.1% |
| YTD | +11.0% | +12.3% | -1.3% | +6.5% |
| 1Y | +13.1% | +24.9% | -11.8% | +6.2% |
| 3Y | +73.9% | +210.4% | -136.5% | +31.9% |
| All | +59.1% | +210.4% | -151.2% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling