+55.0%
ACWI vs WSM
+168.7%
-113.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.3% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | -5.2% | +6.0% | -11.2% | -6.3% |
| 3M | -4.8% | +3.2% | -8.0% | -5.6% |
| 6M | -1.3% | +37.1% | -38.4% | -7.7% |
| YTD | +8.4% | +44.2% | -35.8% | +0.1% |
| 1Y | +11.0% | +34.2% | -23.2% | +3.9% |
| 3Y | +70.6% | +249.3% | -178.7% | +24.9% |
| All | +55.0% | +168.7% | -113.7% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling