-21.5%
PINS vs WSM
+933.4%
-955.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | +1.0% | 0.0% | +1.0% | +0.9% |
| 30D | -12.0% | +5.1% | -17.1% | -13.7% |
| 3M | -17.9% | +5.1% | -23.0% | -19.6% |
| 6M | -1.0% | +48.6% | -49.6% | -16.1% |
| YTD | -26.0% | +44.2% | -70.2% | -37.3% |
| 1Y | -28.5% | +38.1% | -66.6% | -38.3% |
| 3Y | -39.2% | +257.2% | -296.4% | -68.8% |
| 5Y | -58.3% | +165.1% | -223.4% | -76.8% |
| All | -21.5% | +933.4% | -955.0% | -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