POportfoliooptimizer
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

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/transformation/money-weighted
  • Auth
    API key in header X-API-Key

Request body

moneyWeightedReturnComputationMethod'irr' | 'modifiedDietz'

The method to compute the portfolios money-weighted return

Response

OK

Changes

No recorded changes to this operation across all 22 revisions of this API.