+35.2%
PFE vs WSM
+997.3%
-962.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.3% | +2.6% | -6.9% | -4.5% |
| 30D | +2.7% | -9.3% | +12.0% | +3.6% |
| 3M | +10.0% | +7.1% | +2.9% | +9.2% |
| 6M | +7.2% | +21.7% | -14.5% | +5.0% |
| YTD | +17.3% | +28.7% | -11.4% | +14.3% |
| 1Y | +20.3% | +13.9% | +6.4% | +18.4% |
| 3Y | -1.6% | +232.2% | -233.8% | -13.5% |
| 5Y | -21.4% | +176.4% | -197.8% | -31.0% |
| 10Y | +35.2% | +1,072.4% | -1,037.2% | -11.4% |
| All | +35.2% | +997.3% | -962.1% | -11.4% |
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 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