+116.1%
PG vs WSM
+1,071.8%
-955.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +0.8% | -7.7% | +8.5% | +1.3% |
| 3M | -1.3% | +3.8% | -5.1% | -1.6% |
| 6M | -3.8% | +22.7% | -26.5% | -5.2% |
| YTD | +3.6% | +28.0% | -24.4% | +1.7% |
| 1Y | -5.7% | +12.7% | -18.5% | -6.8% |
| 3Y | +1.6% | +231.3% | -229.7% | -9.2% |
| 5Y | +14.6% | +177.2% | -162.6% | +2.3% |
| All | +116.1% | +1,071.8% | -955.6% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling