+82.3%
PL vs WSM
+179.2%
-96.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.3% | -2.1% |
| 7D | -9.3% | -3.3% | -6.0% | -8.1% |
| 30D | -18.9% | -8.4% | -10.5% | -15.9% |
| 3M | -58.4% | +9.7% | -68.0% | -60.3% |
| 6M | -30.3% | +16.7% | -47.0% | -35.8% |
| YTD | -8.1% | +28.7% | -36.8% | -19.3% |
| 1Y | +180.5% | +13.7% | +166.8% | +159.7% |
| 3Y | +444.1% | +230.1% | +214.1% | +201.3% |
| All | +82.3% | +179.2% | -96.9% | -0.1% |
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