+239.7%
PAAS vs WSM
+997.3%
-757.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.9% | +3.7% |
| 7D | +2.6% | +2.6% | 0.0% | +2.2% |
| 30D | +2.5% | -9.3% | +11.8% | +4.2% |
| 3M | +15.1% | +7.1% | +8.0% | +13.7% |
| 6M | -12.1% | +21.7% | -33.8% | -15.1% |
| YTD | +3.1% | +28.7% | -25.7% | -1.5% |
| 1Y | +50.8% | +13.9% | +37.0% | +46.8% |
| 3Y | +259.5% | +232.2% | +27.3% | +185.4% |
| 5Y | +126.3% | +176.4% | -50.1% | +79.7% |
| 10Y | +239.7% | +1,072.4% | -832.7% | +110.5% |
| All | +239.7% | +997.3% | -757.6% | +110.5% |
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