+45.2%
PL vs WSM
+232.8%
-187.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.0% | +11.5% | +13.3% |
| 7D | +10.9% | +0.9% | +10.0% | +10.4% |
| 30D | -16.4% | +8.6% | -24.9% | -19.3% |
| 3M | -39.9% | +4.2% | -44.2% | -41.2% |
| 6M | -63.2% | +44.6% | -107.8% | -68.7% |
| YTD | -27.1% | +48.5% | -75.6% | -39.4% |
| 1Y | +12.2% | +34.7% | -22.5% | -2.9% |
| 3Y | +584.3% | +271.0% | +313.2% | +280.3% |
| 5Y | +37.0% | +180.9% | -144.0% | -27.1% |
| All | +45.2% | +232.8% | -187.7% | -22.9% |
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