+240.1%
PLD vs WSM
+1,058.9%
-818.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.6% |
| 7D | -2.8% | +0.4% | -3.3% | -2.9% |
| 30D | -3.6% | -10.7% | +7.1% | -1.3% |
| 3M | -7.1% | +8.5% | -15.6% | -9.1% |
| 6M | +0.2% | +19.6% | -19.4% | -4.1% |
| YTD | +6.9% | +26.6% | -19.7% | +0.7% |
| 1Y | +25.0% | +12.0% | +13.1% | +20.7% |
| 3Y | +20.8% | +226.6% | -205.9% | -11.6% |
| 5Y | +16.2% | +174.1% | -158.0% | -14.8% |
| All | +240.1% | +1,058.9% | -818.7% | +85.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling