+3,280.0%
PFE vs WSM
+34,755.7%
-31,475.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | +1.8% | -3.3% | +5.0% | +2.1% |
| 30D | +10.2% | -8.4% | +18.6% | +11.2% |
| 3M | +12.7% | +9.7% | +3.0% | +11.5% |
| 6M | +10.5% | +16.7% | -6.1% | +8.5% |
| YTD | +20.2% | +28.7% | -8.5% | +16.6% |
| 1Y | +24.1% | +13.7% | +10.4% | +21.9% |
| 3Y | -3.6% | +230.1% | -233.7% | -16.9% |
| 5Y | -20.9% | +179.0% | -199.8% | -32.1% |
| 10Y | +35.8% | +1,002.5% | -966.7% | -3.9% |
| All | +3,280.0% | +34,755.7% | -31,475.7% | +1,433.9% |
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 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