v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB
Portfolio Transformation

Money-Weighted Portfolio

Compute money-weighted portfolio values from portfolio values and portfolio contributions/withdrawals.

References

  • Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution
post/portfolios/transformation/money-weighted

Request body

moneyWeightedReturnComputationMethod'irr' | 'modifiedDietz'

The method to compute the portfolios money-weighted return

Response

OK