+943.3%
WM vs ACWI
+356.8%
+586.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.6% |
| 30D | -2.4% | +0.9% | -3.2% | -2.9% |
| 3M | +0.4% | +2.4% | -2.0% | -1.5% |
| 6M | -9.5% | +12.4% | -21.9% | -16.6% |
| YTD | +0.5% | +15.2% | -14.7% | -9.0% |
| 1Y | -1.1% | +22.7% | -23.8% | -14.2% |
| 3Y | +46.0% | +75.8% | -29.8% | -0.9% |
| 5Y | +51.8% | +67.7% | -15.9% | +4.7% |
| 10Y | +307.5% | +229.0% | +78.5% | +76.6% |
| All | +943.3% | +356.8% | +586.4% | +231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling