+1,668.3%
PLTR vs WM
+135.9%
+1,532.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +4.7% | +3.2% | +1.5% | +4.5% |
| 30D | -16.4% | +13.0% | -29.4% | -17.3% |
| 3M | -6.2% | +9.2% | -15.4% | -6.9% |
| 6M | +29.2% | +13.6% | +15.5% | +27.4% |
| YTD | -5.5% | +12.4% | -17.9% | -6.7% |
| 1Y | -2.4% | +21.2% | -23.6% | -4.8% |
| 3Y | +752.3% | +48.7% | +703.6% | +712.7% |
| 5Y | +635.8% | +61.9% | +573.9% | +580.4% |
| All | +1,668.3% | +135.9% | +1,532.4% | +1,982.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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