+73.9%
ACWI vs WSM
+260.3%
-186.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.5% |
| 7D | +2.4% | 0.0% | +2.5% | +2.4% |
| 30D | -1.7% | +5.1% | -6.8% | -2.5% |
| 3M | -3.9% | +5.1% | -9.0% | -4.8% |
| 6M | +0.8% | +48.6% | -47.8% | -5.9% |
| YTD | +11.0% | +44.2% | -33.1% | +4.0% |
| 1Y | +13.1% | +38.1% | -25.0% | +6.6% |
| 3Y | +73.9% | +257.2% | -183.3% | +43.6% |
| All | +73.9% | +260.3% | -186.4% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling