+336.4%
WM vs ACWI
+219.0%
+117.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | +1.2% | -2.4% | +3.6% | +2.4% |
| 30D | +13.1% | -5.2% | +18.3% | +16.0% |
| 3M | +3.6% | -4.8% | +8.4% | +6.0% |
| 6M | +8.1% | -1.3% | +9.4% | +7.9% |
| YTD | +8.9% | +8.4% | +0.5% | +2.6% |
| 1Y | +20.3% | +11.0% | +9.3% | +11.7% |
| 3Y | +46.2% | +70.6% | -24.4% | +2.4% |
| 5Y | +59.9% | +55.3% | +4.6% | +18.0% |
| All | +336.4% | +219.0% | +117.4% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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