+95.5%
PEP vs WSM
+1,131.4%
-1,035.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +2.1% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +12.5% | +5.1% | +7.4% | +11.9% |
| 3M | +4.5% | +5.1% | -0.6% | +3.9% |
| 6M | -0.5% | +48.6% | -49.1% | -4.5% |
| YTD | +4.4% | +44.2% | -39.8% | +0.4% |
| 1Y | +4.4% | +38.1% | -33.7% | +0.7% |
| 3Y | -3.4% | +257.2% | -260.6% | -18.5% |
| 5Y | +5.2% | +165.1% | -159.9% | -9.9% |
| All | +95.5% | +1,131.4% | -1,035.8% | +29.0% |
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