+3,159.9%
PEP vs WSM
+34,755.7%
-31,595.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -0.8% |
| 7D | -1.4% | -3.3% | +1.9% | -1.1% |
| 30D | +0.2% | -8.4% | +8.6% | +1.0% |
| 3M | -1.1% | +9.7% | -10.8% | -2.0% |
| 6M | -13.5% | +16.7% | -30.2% | -14.8% |
| YTD | -1.2% | +28.7% | -29.9% | -3.6% |
| 1Y | -1.6% | +13.7% | -15.2% | -3.1% |
| 3Y | -12.5% | +230.1% | -242.6% | -23.1% |
| 5Y | +3.0% | +179.0% | -175.9% | -9.6% |
| 10Y | +73.9% | +1,002.5% | -928.6% | +30.7% |
| All | +3,159.9% | +34,755.7% | -31,595.8% | +1,471.9% |
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