+694.2%
PH vs WSM
+1,131.4%
-437.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -0.1% | +5.1% | -5.2% | -2.0% |
| 3M | -9.6% | +5.1% | -14.7% | -11.4% |
| 6M | +8.5% | +48.6% | -40.1% | -5.4% |
| YTD | +9.4% | +44.2% | -34.8% | -3.9% |
| 1Y | +14.2% | +38.1% | -23.9% | +1.6% |
| 3Y | +134.0% | +257.2% | -123.2% | +44.0% |
| 5Y | +203.8% | +165.1% | +38.7% | +97.3% |
| All | +694.2% | +1,131.4% | -437.2% | +162.6% |
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