-25.1%
PINS vs WSM
+822.7%
-847.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.1% | -9.1% | -9.2% |
| 7D | -13.9% | +2.6% | -16.5% | -14.8% |
| 30D | -25.0% | -9.3% | -15.7% | -22.0% |
| 3M | -16.6% | +7.1% | -23.7% | -19.1% |
| 6M | -7.0% | +21.7% | -28.7% | -14.7% |
| YTD | -29.4% | +28.7% | -58.1% | -37.3% |
| 1Y | -49.9% | +13.9% | -63.8% | -53.6% |
| 3Y | -33.6% | +232.2% | -265.8% | -65.3% |
| 5Y | -66.8% | +176.4% | -243.2% | -81.9% |
| All | -25.1% | +822.7% | -847.8% | -79.5% |
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