+1,588.2%
PLTR vs WM
+128.5%
+1,459.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.6% |
| 7D | -12.9% | +1.2% | -14.1% | -13.0% |
| 30D | -17.4% | +13.1% | -30.5% | -18.4% |
| 3M | +2.9% | +3.6% | -0.8% | +2.5% |
| 6M | +19.9% | +8.1% | +11.8% | +18.8% |
| YTD | -9.8% | +8.9% | -18.7% | -10.7% |
| 1Y | -8.4% | +20.3% | -28.7% | -10.9% |
| 3Y | +765.0% | +46.2% | +718.9% | +725.2% |
| 5Y | +516.8% | +59.9% | +457.0% | +478.4% |
| All | +1,588.2% | +128.5% | +1,459.7% | +1,891.9% |
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