The Midrash (Shemos Rabbah 52:3) understands the word olamo in a verse in Koheles (12:5) — “Because man goes to his eternal home (olamo) and the mourners go about the streets” — to mean that each of us upon death goes to the precise Olam Haba that he has forged for himself through his actions. In other words, the reward of Olam Haba is a natural consequence of our thoughts and actions in This World.