+1,660.3%
PLTR vs WSM
+463.4%
+1,197.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -4.1% | -0.5% | -3.5% | -3.9% |
| 30D | -2.2% | -7.7% | +5.5% | +1.0% |
| 3M | +27.6% | +3.8% | +23.8% | +25.5% |
| 6M | +10.3% | +22.7% | -12.4% | +0.3% |
| YTD | -5.9% | +28.0% | -33.9% | -16.7% |
| 1Y | +1.7% | +12.7% | -11.0% | -5.4% |
| 3Y | +959.1% | +231.3% | +727.8% | +448.8% |
| 5Y | +536.3% | +177.2% | +359.2% | +234.2% |
| All | +1,660.3% | +463.4% | +1,197.0% | +787.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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