+222.2%
ACWI vs WSM
+1,313.8%
-1,091.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.0% |
| 7D | +0.3% | +0.9% | -0.5% | +0.1% |
| 30D | -2.8% | +8.6% | -11.4% | -4.5% |
| 3M | -3.2% | +4.2% | -7.4% | -4.1% |
| 6M | +1.3% | +44.6% | -43.3% | -6.3% |
| YTD | +11.2% | +48.5% | -37.3% | +2.1% |
| 1Y | +13.8% | +34.7% | -20.9% | +6.4% |
| 3Y | +76.2% | +271.0% | -194.9% | +29.1% |
| 5Y | +59.5% | +180.9% | -121.5% | +19.4% |
| 10Y | +222.2% | +1,235.4% | -1,013.2% | +64.7% |
| All | +222.2% | +1,313.8% | -1,091.6% | +64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling