+226.1%
ACWI vs WSM
+1,015.9%
-789.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +1.1% | +2.6% | -1.5% | +0.6% |
| 30D | -0.2% | -9.5% | +9.3% | +1.8% |
| 3M | +4.7% | +12.9% | -8.2% | +2.0% |
| 6M | +14.5% | +23.0% | -8.6% | +9.4% |
| YTD | +14.6% | +28.9% | -14.3% | +8.3% |
| 1Y | +21.4% | +13.7% | +7.8% | +17.4% |
| 3Y | +77.6% | +232.6% | -155.0% | +32.7% |
| 5Y | +68.1% | +185.9% | -117.8% | +25.2% |
| 10Y | +226.1% | +998.6% | -772.5% | +72.7% |
| All | +226.1% | +1,015.9% | -789.8% | +72.7% |
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