+22.7%
ACWI vs WSM
+19.9%
+2.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.4% |
| 7D | +0.5% | -3.3% | +3.8% | +1.1% |
| 30D | +0.9% | -8.4% | +9.3% | +2.6% |
| 3M | +2.4% | +9.7% | -7.3% | +0.1% |
| 6M | +12.4% | +16.7% | -4.3% | +7.8% |
| YTD | +15.2% | +28.7% | -13.5% | +8.8% |
| 1Y | +22.7% | +13.7% | +9.1% | +16.8% |
| All | +22.7% | +19.9% | +2.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling