-76.9%
PLTD vs WSM
+23.1%
-100.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.3% |
| 7D | -0.9% | +2.6% | -3.5% | +0.2% |
| 30D | +1.3% | -9.3% | +10.6% | -2.7% |
| 3M | -32.9% | +7.1% | -40.0% | -30.4% |
| 6M | -24.9% | +21.7% | -46.6% | -17.4% |
| YTD | -18.2% | +28.7% | -47.0% | -6.7% |
| 1Y | -28.7% | +13.9% | -42.6% | -23.7% |
| All | -76.9% | +23.1% | -100.1% | -73.0% |
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 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