+455.3%
PL vs WSM
+245.0%
+210.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.8% | +12.1% | +11.1% |
| 7D | -6.8% | +0.5% | -7.4% | -7.3% |
| 30D | -29.3% | +6.0% | -35.3% | -31.2% |
| 3M | -44.8% | +3.2% | -48.0% | -45.8% |
| 6M | -68.4% | +37.1% | -105.5% | -72.6% |
| YTD | -36.4% | +44.2% | -80.5% | -46.7% |
| 1Y | +0.7% | +34.2% | -33.5% | -12.9% |
| 3Y | +455.3% | +249.3% | +206.1% | +181.5% |
| All | +455.3% | +245.0% | +210.3% | +181.5% |
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 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