+3,372.6%
PFE vs WSM
+40,127.9%
-36,755.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.9% |
| 7D | -4.7% | +0.9% | -5.6% | -4.8% |
| 30D | +3.4% | +8.6% | -5.2% | +2.5% |
| 3M | +9.2% | +4.2% | +5.0% | +8.7% |
| 6M | +15.8% | +44.6% | -28.8% | +11.2% |
| YTD | +23.4% | +48.5% | -25.1% | +18.0% |
| 1Y | +25.8% | +34.7% | -8.8% | +21.5% |
| 3Y | +17.8% | +271.0% | -253.2% | +0.4% |
| 5Y | -20.2% | +180.9% | -201.1% | -31.5% |
| 10Y | +49.6% | +1,235.4% | -1,185.8% | +3.7% |
| All | +3,372.6% | +40,127.9% | -36,755.3% | +1,452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling