+102.6%
PBR vs WSM
+230.1%
-127.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | +5.4% | -0.5% | +5.9% | +5.4% |
| 30D | +22.9% | -7.7% | +30.6% | +23.5% |
| 3M | +19.6% | +3.8% | +15.9% | +19.0% |
| 6M | +16.5% | +22.7% | -6.2% | +13.8% |
| YTD | +86.7% | +28.0% | +58.6% | +80.8% |
| 1Y | +74.7% | +12.7% | +62.0% | +71.6% |
| 3Y | +102.6% | +231.3% | -128.7% | +69.4% |
| All | +102.6% | +230.1% | -127.5% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling