+225.2%
ACWI vs WSM
+1,131.4%
-906.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.6% |
| 7D | +2.4% | 0.0% | +2.5% | +2.4% |
| 30D | -1.7% | +5.1% | -6.8% | -2.7% |
| 3M | -3.9% | +5.1% | -9.0% | -5.0% |
| 6M | +0.8% | +48.6% | -47.8% | -7.2% |
| YTD | +11.0% | +44.2% | -33.1% | +2.5% |
| 1Y | +13.1% | +38.1% | -25.0% | +5.2% |
| 3Y | +73.9% | +257.2% | -183.3% | +28.3% |
| 5Y | +59.0% | +165.1% | -106.1% | +20.3% |
| All | +225.2% | +1,131.4% | -906.1% | +67.4% |
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