+140.8%
PH vs WSM
+239.4%
-98.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | +2.6% | -2.2% | -0.3% |
| 30D | -10.8% | -9.5% | -1.3% | -8.3% |
| 3M | +8.5% | +12.9% | -4.4% | +4.6% |
| 6M | +3.9% | +23.0% | -19.1% | -2.3% |
| YTD | +9.4% | +28.9% | -19.5% | +1.5% |
| 1Y | +26.8% | +13.7% | +13.1% | +21.1% |
| 3Y | +140.8% | +232.6% | -91.8% | +79.3% |
| All | +140.8% | +239.4% | -98.6% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling