+257.2%
PLD vs WSM
+1,131.4%
-874.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +1.3% | 0.0% | +1.4% | +1.3% |
| 30D | -1.4% | +5.1% | -6.5% | -2.6% |
| 3M | -8.2% | +5.1% | -13.3% | -9.4% |
| 6M | -8.0% | +48.6% | -56.6% | -16.3% |
| YTD | +3.2% | +44.2% | -41.0% | -5.8% |
| 1Y | +7.0% | +38.1% | -31.1% | -1.4% |
| 3Y | +38.3% | +257.2% | -218.9% | -1.0% |
| 5Y | +0.2% | +165.1% | -164.9% | -26.4% |
| All | +257.2% | +1,131.4% | -874.1% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling