+3,269.6%
PEP vs WSM
+38,390.7%
-35,121.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.8% |
| 7D | -0.3% | -3.2% | +2.9% | 0.0% |
| 30D | +11.8% | +4.6% | +7.1% | +11.3% |
| 3M | +3.7% | +2.4% | +1.2% | +3.4% |
| 6M | -4.3% | +43.7% | -48.0% | -7.4% |
| YTD | +2.1% | +42.1% | -40.0% | -1.3% |
| 1Y | +2.5% | +32.3% | -29.7% | -0.3% |
| 3Y | -5.0% | +253.0% | -258.0% | -16.9% |
| 5Y | +2.9% | +161.3% | -158.4% | -9.1% |
| 10Y | +87.9% | +1,105.9% | -1,018.0% | +40.1% |
| All | +3,269.6% | +38,390.7% | -35,121.1% | +1,510.1% |
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