+1,747.8%
PLD vs WSM
+6,664.3%
-4,916.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.3% |
| 7D | -2.4% | -3.3% | +0.9% | -1.5% |
| 30D | -2.4% | -8.4% | +6.0% | -0.1% |
| 3M | -3.8% | +9.7% | -13.4% | -6.6% |
| 6M | 0.0% | +16.7% | -16.7% | -4.8% |
| YTD | +9.2% | +28.7% | -19.4% | +0.8% |
| 1Y | +25.9% | +13.7% | +12.3% | +19.9% |
| 3Y | +21.3% | +230.1% | -208.8% | -18.9% |
| 5Y | +14.1% | +179.0% | -164.8% | -23.5% |
| 10Y | +237.9% | +1,002.5% | -764.7% | +34.3% |
| All | +1,747.8% | +6,664.3% | -4,916.5% | +306.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling