+17.8%
PFE vs WSM
+264.9%
-247.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.8% |
| 7D | -4.7% | +0.9% | -5.6% | -4.8% |
| 30D | +3.4% | +8.6% | -5.2% | +2.6% |
| 3M | +9.2% | +4.2% | +5.0% | +8.8% |
| 6M | +15.8% | +44.6% | -28.8% | +12.0% |
| YTD | +23.4% | +48.5% | -25.1% | +19.0% |
| 1Y | +25.8% | +34.7% | -8.8% | +22.1% |
| 3Y | +17.8% | +271.0% | -253.2% | +20.9% |
| All | +17.8% | +264.9% | -247.1% | +20.9% |
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 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