+1,735.1%
PLTR vs WSM
+466.3%
+1,268.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -5.4% |
| 7D | -6.4% | -3.3% | -3.2% | -5.2% |
| 30D | +10.0% | -8.4% | +18.4% | +14.1% |
| 3M | +23.0% | +9.7% | +13.4% | +18.1% |
| 6M | +13.8% | +16.7% | -2.9% | +5.6% |
| YTD | -1.9% | +28.7% | -30.6% | -13.3% |
| 1Y | +11.6% | +13.7% | -2.0% | +3.5% |
| 3Y | +1,048.4% | +230.1% | +818.3% | +496.1% |
| 5Y | +554.4% | +179.0% | +375.4% | +242.7% |
| All | +1,735.1% | +466.3% | +1,268.7% | +822.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling