+797.8%
PH vs WSM
+1,071.8%
-273.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | -11.0% | -7.7% | -3.3% | -8.6% |
| 3M | +5.5% | +3.8% | +1.7% | +4.0% |
| 6M | +1.5% | +22.7% | -21.2% | -5.5% |
| YTD | +8.8% | +28.0% | -19.2% | -0.3% |
| 1Y | +24.5% | +12.7% | +11.8% | +18.3% |
| 3Y | +141.2% | +231.3% | -90.1% | +51.8% |
| 5Y | +256.3% | +177.2% | +79.1% | +127.0% |
| All | +797.8% | +1,071.8% | -273.9% | +195.4% |
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 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