+330.0%
ACWI vs WPM
+900.8%
-570.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.5% |
| 7D | -2.4% | +16.9% | -19.3% | -4.9% |
| 30D | -5.2% | +2.0% | -7.1% | -5.7% |
| 3M | -4.8% | +8.9% | -13.8% | -6.6% |
| 6M | -1.3% | +1.6% | -2.9% | -2.5% |
| YTD | +8.4% | +16.5% | -8.1% | +4.0% |
| 1Y | +11.0% | +42.2% | -31.2% | +3.1% |
| 3Y | +70.6% | +213.3% | -142.7% | +37.4% |
| 5Y | +55.3% | +249.9% | -194.6% | +21.3% |
| 10Y | +223.2% | +549.4% | -326.2% | +117.5% |
| All | +330.0% | +900.8% | -570.9% | +73.4% |
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