+356.8%
ACWI vs WPM
+1,037.9%
-681.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +2.4% | +20.8% | -18.4% | -1.2% |
| 6M | +12.4% | +1.1% | +11.3% | +11.2% |
| YTD | +15.2% | +32.5% | -17.3% | +8.6% |
| 1Y | +22.7% | +51.5% | -28.8% | +12.8% |
| 3Y | +75.8% | +267.0% | -191.2% | +38.3% |
| 5Y | +67.7% | +250.1% | -182.4% | +31.2% |
| 10Y | +229.0% | +540.4% | -311.4% | +122.3% |
| All | +356.8% | +1,037.9% | -681.1% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling