+313.1%
PBF vs WSM
+1,468.3%
-1,155.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +3.8% |
| 7D | +4.3% | -3.2% | +7.5% | +5.4% |
| 30D | -21.8% | +4.6% | -26.5% | -23.4% |
| 3M | +1.7% | +2.4% | -0.7% | +0.1% |
| 6M | +69.8% | +43.7% | +26.1% | +45.8% |
| YTD | +167.7% | +42.1% | +125.6% | +126.2% |
| 1Y | +89.0% | +32.3% | +56.7% | +63.8% |
| 3Y | +78.8% | +253.0% | -174.2% | -1.8% |
| 5Y | +415.4% | +161.3% | +254.1% | +199.7% |
| 10Y | +263.1% | +1,105.9% | -842.8% | -5.5% |
| All | +313.1% | +1,468.3% | -1,155.2% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling