+32.9%
PL vs WSM
+165.0%
-132.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -1.2% |
| 7D | +22.3% | -3.2% | +25.4% | +24.0% |
| 30D | -8.3% | +4.6% | -13.0% | -10.5% |
| 3M | -43.3% | +2.4% | -45.7% | -44.2% |
| 6M | -65.8% | +43.7% | -109.5% | -71.2% |
| YTD | -29.5% | +42.1% | -71.6% | -41.2% |
| 1Y | +11.7% | +32.3% | -20.5% | -3.7% |
| 3Y | +540.6% | +253.0% | +287.5% | +238.5% |
| 5Y | +32.9% | +161.3% | -128.4% | -25.6% |
| All | +32.9% | +165.0% | -132.2% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling