+48.8%
PFE vs WSM
+1,131.4%
-1,082.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +0.3% | +5.1% | -4.7% | -0.1% |
| 3M | +9.4% | +5.1% | +4.3% | +8.8% |
| 6M | +14.9% | +48.6% | -33.7% | +10.7% |
| YTD | +23.8% | +44.2% | -20.4% | +19.4% |
| 1Y | +19.5% | +38.1% | -18.6% | +15.7% |
| 3Y | +21.0% | +257.2% | -236.2% | +6.3% |
| 5Y | -23.9% | +165.1% | -189.0% | -32.4% |
| All | +48.8% | +1,131.4% | -1,082.6% | +6.7% |
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