-22.2%
PFE vs WSM
+189.5%
-211.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -2.7% | +2.6% | -5.2% | -2.8% |
| 30D | +3.8% | -9.5% | +13.4% | +4.6% |
| 3M | +10.4% | +12.9% | -2.5% | +9.3% |
| 6M | +6.3% | +23.0% | -16.8% | +4.4% |
| YTD | +17.4% | +28.9% | -11.5% | +14.9% |
| 1Y | +21.1% | +13.7% | +7.5% | +19.5% |
| 3Y | -1.6% | +232.6% | -234.2% | -9.4% |
| 5Y | -22.2% | +185.9% | -208.0% | -33.1% |
| All | -22.2% | +189.5% | -211.6% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling