+185.5%
PAAS vs WSM
+1,226.6%
-1,041.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +4.2% | +3.1% | +1.1% | +3.7% |
| 30D | -13.8% | +8.5% | -22.3% | -15.0% |
| 3M | -22.7% | +4.6% | -27.3% | -23.3% |
| 6M | -32.1% | +44.5% | -76.6% | -36.3% |
| YTD | -22.3% | +48.4% | -70.7% | -27.5% |
| 1Y | +7.7% | +36.2% | -28.5% | +1.8% |
| 3Y | +214.0% | +268.8% | -54.7% | +145.2% |
| 5Y | +63.2% | +185.2% | -122.0% | +28.7% |
| 10Y | +185.5% | +1,175.8% | -990.3% | +78.4% |
| All | +185.5% | +1,226.6% | -1,041.1% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling