+256.8%
PLD vs WSM
+1,313.8%
-1,057.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +2.2% |
| 7D | +0.7% | +0.9% | -0.2% | +0.5% |
| 30D | +0.8% | +8.6% | -7.7% | -1.1% |
| 3M | -6.1% | +4.2% | -10.4% | -7.2% |
| 6M | -8.0% | +44.6% | -52.6% | -15.7% |
| YTD | +4.7% | +48.5% | -43.9% | -5.0% |
| 1Y | +7.2% | +34.7% | -27.5% | -0.7% |
| 3Y | +39.2% | +271.0% | -231.8% | -1.0% |
| 5Y | +1.9% | +180.9% | -179.0% | -26.0% |
| 10Y | +256.8% | +1,235.4% | -978.6% | +78.4% |
| All | +256.8% | +1,313.8% | -1,057.1% | +78.4% |
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