+69.6%
PBR vs WSM
+19.9%
+49.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -1.6% |
| 7D | +8.6% | -3.3% | +11.8% | +8.2% |
| 30D | +12.8% | -8.4% | +21.2% | +11.6% |
| 3M | +14.7% | +9.7% | +5.0% | +15.6% |
| 6M | +25.2% | +16.7% | +8.5% | +27.3% |
| YTD | +77.1% | +28.7% | +48.5% | +77.5% |
| 1Y | +69.6% | +13.7% | +55.9% | +73.5% |
| All | +69.6% | +19.9% | +49.7% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling