+1,670.4%
PLD vs WSM
+7,706.8%
-6,036.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +2.0% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | +0.8% | +8.6% | -7.7% | -1.6% |
| 3M | -6.1% | +4.2% | -10.4% | -7.5% |
| 6M | -8.0% | +44.6% | -52.6% | -17.6% |
| YTD | +4.7% | +48.5% | -43.9% | -7.4% |
| 1Y | +7.2% | +34.7% | -27.5% | -2.6% |
| 3Y | +39.2% | +271.0% | -231.8% | -9.8% |
| 5Y | +1.9% | +180.9% | -179.0% | -31.8% |
| 10Y | +256.8% | +1,235.4% | -978.6% | +34.2% |
| All | +1,670.4% | +7,706.8% | -6,036.4% | +273.0% |
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