+1,041.2%
WM vs ACWI
+347.2%
+694.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.6% |
| 7D | +5.9% | -0.5% | +6.4% | +6.2% |
| 30D | +15.4% | -1.6% | +17.0% | +16.4% |
| 3M | +6.3% | -1.3% | +7.7% | +7.0% |
| 6M | +5.6% | +5.8% | -0.3% | +1.0% |
| YTD | +9.9% | +12.7% | -2.8% | +0.7% |
| 1Y | +20.8% | +15.0% | +5.8% | +9.2% |
| 3Y | +48.5% | +77.5% | -29.0% | 0.0% |
| 5Y | +60.6% | +61.9% | -1.3% | +13.1% |
| 10Y | +349.8% | +236.1% | +113.6% | +91.7% |
| All | +1,041.2% | +347.2% | +694.0% | +266.2% |
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