+1,706.1%
PLTR vs WM
+136.1%
+1,570.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | +10.7% | +1.2% | +9.5% | +10.6% |
| 30D | -17.8% | +15.2% | -33.0% | -18.8% |
| 3M | +0.3% | +8.3% | -8.0% | -0.4% |
| 6M | +26.2% | +13.1% | +13.0% | +24.5% |
| YTD | -3.5% | +12.5% | -16.0% | -4.7% |
| 1Y | -6.8% | +21.8% | -28.6% | -9.2% |
| 3Y | +772.3% | +48.8% | +723.5% | +731.7% |
| 5Y | +651.6% | +62.1% | +589.5% | +594.8% |
| All | +1,706.1% | +136.1% | +1,570.0% | +2,026.4% |
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