+68.0%
ACWI vs WSM
+179.2%
-111.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.4% |
| 7D | +0.5% | -3.3% | +3.8% | +1.1% |
| 30D | +0.9% | -8.4% | +9.3% | +2.6% |
| 3M | +2.4% | +9.7% | -7.3% | +0.3% |
| 6M | +12.4% | +16.7% | -4.3% | +8.6% |
| YTD | +15.2% | +28.7% | -13.5% | +8.9% |
| 1Y | +22.7% | +13.7% | +9.1% | +18.6% |
| 3Y | +75.8% | +230.1% | -154.3% | +30.2% |
| All | +68.0% | +179.2% | -111.2% | +22.5% |
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