+17.0%
PG vs WSM
+44.0%
-27.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.5% | -3.2% | +2.3% |
| 7D | +5.7% | +8.0% | -2.3% | +4.6% |
| 30D | +15.4% | +13.5% | +1.9% | +13.6% |
| 3M | +13.8% | +8.8% | +4.9% | +12.5% |
| 6M | +18.3% | +54.7% | -36.4% | +13.3% |
| YTD | +20.1% | +53.3% | -33.1% | +13.4% |
| 1Y | +17.0% | +41.1% | -24.1% | +11.4% |
| All | +17.0% | +44.0% | -27.0% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling