+1,681.1%
PLTR vs WM
+128.9%
+1,552.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | -5.1% | -0.5% | -4.7% | -5.1% |
| 30D | -19.1% | +13.3% | -32.4% | -20.1% |
| 3M | -1.6% | +4.4% | -6.0% | -2.0% |
| 6M | +22.8% | +10.8% | +12.0% | +21.3% |
| YTD | -4.8% | +9.1% | -13.9% | -5.8% |
| 1Y | -4.9% | +19.1% | -24.0% | -7.3% |
| 3Y | +826.1% | +45.7% | +780.4% | +783.9% |
| 5Y | +597.7% | +60.4% | +537.3% | +555.0% |
| All | +1,681.1% | +128.9% | +1,552.2% | +2,001.3% |
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