-1.6%
PFE vs WSM
+239.4%
-241.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -2.7% | +2.6% | -5.2% | -2.9% |
| 30D | +3.8% | -9.5% | +13.4% | +4.7% |
| 3M | +10.4% | +12.9% | -2.5% | +9.1% |
| 6M | +6.3% | +23.0% | -16.8% | +4.2% |
| YTD | +17.4% | +28.9% | -11.5% | +14.5% |
| 1Y | +21.1% | +13.7% | +7.5% | +19.2% |
| 3Y | -1.6% | +232.6% | -234.2% | -6.0% |
| All | -1.6% | +239.4% | -241.0% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling