+1,735.1%
PLTR vs WM
+110.9%
+1,624.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.4% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | +10.0% | -2.4% | +12.4% | +10.3% |
| 3M | +23.0% | +0.4% | +22.6% | +22.8% |
| 6M | +13.8% | -9.5% | +23.3% | +15.3% |
| YTD | -1.9% | +0.5% | -2.4% | -2.2% |
| 1Y | +11.6% | -1.1% | +12.7% | +11.8% |
| 3Y | +1,048.4% | +46.0% | +1,002.4% | +996.2% |
| 5Y | +554.4% | +51.8% | +502.6% | +526.7% |
| All | +1,735.1% | +110.9% | +1,624.1% | +2,082.3% |
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