+540.2%
PL vs WSM
+271.7%
+268.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +13.4% | -3.0% | +16.3% | +14.9% |
| 30D | -10.2% | +10.1% | -20.2% | -13.8% |
| 3M | -39.5% | +4.9% | -44.4% | -40.9% |
| 6M | -65.7% | +49.8% | -115.5% | -71.3% |
| YTD | -27.3% | +48.7% | -76.0% | -39.8% |
| 1Y | +15.0% | +38.7% | -23.7% | -1.7% |
| All | +540.2% | +271.7% | +268.5% | +203.9% |
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 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