+23,761.0%
PH vs WSM
+34,755.7%
-10,994.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.7% |
| 7D | -3.1% | -3.3% | +0.2% | -2.4% |
| 30D | -3.2% | -8.4% | +5.1% | -1.4% |
| 3M | +10.6% | +9.7% | +0.9% | +8.2% |
| 6M | -2.1% | +16.7% | -18.8% | -5.6% |
| YTD | +10.2% | +28.7% | -18.5% | +4.0% |
| 1Y | +28.2% | +13.7% | +14.6% | +23.9% |
| 3Y | +134.9% | +230.1% | -95.2% | +75.7% |
| 5Y | +253.6% | +179.0% | +74.7% | +166.9% |
| 10Y | +804.7% | +1,002.5% | -197.8% | +391.5% |
| All | +23,761.0% | +34,755.7% | -10,994.7% | +6,932.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling