+330.0%
ACWI vs WSM
+3,220.6%
-2,890.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.4% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | -5.2% | +6.0% | -11.2% | -6.6% |
| 3M | -4.8% | +3.2% | -8.0% | -5.8% |
| 6M | -1.3% | +37.1% | -38.4% | -8.9% |
| YTD | +8.4% | +44.2% | -35.8% | -1.5% |
| 1Y | +11.0% | +34.2% | -23.2% | +2.5% |
| 3Y | +70.6% | +249.3% | -178.7% | +19.0% |
| 5Y | +55.3% | +169.3% | -114.0% | +10.9% |
| 10Y | +223.2% | +1,241.2% | -1,018.0% | +36.2% |
| All | +330.0% | +3,220.6% | -2,890.7% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling