+243.3%
PLD vs WSM
+1,078.4%
-835.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.7% | +2.6% | -3.3% | -1.3% |
| 30D | -2.2% | -9.3% | +7.1% | -0.2% |
| 3M | -7.4% | +7.1% | -14.5% | -9.0% |
| 6M | +1.9% | +21.7% | -19.8% | -2.9% |
| YTD | +7.9% | +28.7% | -20.8% | +1.3% |
| 1Y | +25.1% | +13.9% | +11.2% | +20.3% |
| 3Y | +21.9% | +232.2% | -210.3% | -11.1% |
| 5Y | +16.3% | +176.4% | -160.1% | -14.9% |
| All | +243.3% | +1,078.4% | -835.2% | +86.3% |
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 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